ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 152-25 152-03 -0-22 -0.4% 151-08
High 152-25 152-24 -0-01 0.0% 154-19
Low 152-08 152-02 -0-06 -0.1% 151-00
Close 152-14 152-20 0-06 0.1% 154-10
Range 0-17 0-22 0-05 29.4% 3-19
ATR 1-05 1-04 -0-01 -2.9% 0-00
Volume 97 59 -38 -39.2% 344
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 154-17 154-09 153-00
R3 153-27 153-19 152-26
R2 153-05 153-05 152-24
R1 152-29 152-29 152-22 153-01
PP 152-15 152-15 152-15 152-18
S1 152-07 152-07 152-18 152-11
S2 151-25 151-25 152-16
S3 151-03 151-17 152-14
S4 150-13 150-27 152-08
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 164-03 162-25 156-09
R3 160-16 159-06 155-10
R2 156-29 156-29 154-31
R1 155-19 155-19 154-21 156-08
PP 153-10 153-10 153-10 153-20
S1 152-00 152-00 153-31 152-21
S2 149-23 149-23 153-21
S3 146-04 148-13 153-10
S4 142-17 144-26 152-11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-00 152-02 2-30 1.9% 0-28 0.6% 19% False True 118
10 155-00 150-00 5-00 3.3% 0-27 0.5% 53% False False 86
20 155-00 149-05 5-27 3.8% 0-25 0.5% 59% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155-22
2.618 154-18
1.618 153-28
1.000 153-14
0.618 153-06
HIGH 152-24
0.618 152-16
0.500 152-13
0.382 152-10
LOW 152-02
0.618 151-20
1.000 151-12
1.618 150-30
2.618 150-08
4.250 149-04
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 152-18 153-17
PP 152-15 153-07
S1 152-13 152-30

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

View Archives - Comment on this page... - Back to Index of Symbols