ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 159-30 159-01 -0-29 -0.6% 161-15
High 160-19 161-02 0-15 0.3% 161-31
Low 158-27 158-26 -0-01 0.0% 158-26
Close 159-07 159-01 -0-06 -0.1% 159-01
Range 1-24 2-08 0-16 28.6% 3-05
ATR 2-05 2-05 0-00 0.3% 0-00
Volume 7,910 8,574 664 8.4% 25,187
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 166-12 164-31 160-09
R3 164-04 162-23 159-21
R2 161-28 161-28 159-14
R1 160-15 160-15 159-08 160-05
PP 159-20 159-20 159-20 159-16
S1 158-07 158-07 158-26 157-29
S2 157-12 157-12 158-20
S3 155-04 155-31 158-13
S4 152-28 153-23 157-25
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 169-13 167-12 160-25
R3 166-08 164-07 159-29
R2 163-03 163-03 159-20
R1 161-02 161-02 159-10 160-16
PP 159-30 159-30 159-30 159-21
S1 157-29 157-29 158-24 157-11
S2 156-25 156-25 158-14
S3 153-20 154-24 158-05
S4 150-15 151-19 157-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-14 158-26 4-20 2.9% 2-05 1.4% 5% False True 5,664
10 166-16 158-26 7-22 4.8% 2-02 1.3% 3% False True 3,646
20 171-09 158-26 12-15 7.8% 2-03 1.3% 2% False True 2,243
40 171-09 156-08 15-01 9.5% 2-03 1.3% 19% False False 1,238
60 171-09 151-00 20-09 12.8% 1-26 1.1% 40% False False 855
80 171-09 149-05 22-04 13.9% 1-17 1.0% 45% False False 647
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170-20
2.618 166-30
1.618 164-22
1.000 163-10
0.618 162-14
HIGH 161-02
0.618 160-06
0.500 159-30
0.382 159-22
LOW 158-26
0.618 157-14
1.000 156-18
1.618 155-06
2.618 152-30
4.250 149-08
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 159-30 159-30
PP 159-20 159-20
S1 159-11 159-11

These figures are updated between 7pm and 10pm EST after a trading day.

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