ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 159-16 160-11 0-27 0.5% 153-25
High 161-09 160-13 -0-28 -0.5% 159-18
Low 159-16 159-05 -0-11 -0.2% 153-20
Close 160-10 159-08 -1-02 -0.7% 159-02
Range 1-25 1-08 -0-17 -29.8% 5-30
ATR 1-11 1-10 0-00 -0.4% 0-00
Volume 33 115 82 248.5% 420
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 163-11 162-18 159-30
R3 162-03 161-10 159-19
R2 160-27 160-27 159-15
R1 160-02 160-02 159-12 159-26
PP 159-19 159-19 159-19 159-16
S1 158-26 158-26 159-04 158-18
S2 158-11 158-11 159-01
S3 157-03 157-18 158-29
S4 155-27 156-10 158-18
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 175-07 173-03 162-10
R3 169-09 167-05 160-22
R2 163-11 163-11 160-05
R1 161-07 161-07 159-19 162-09
PP 157-13 157-13 157-13 157-30
S1 155-09 155-09 158-17 156-11
S2 151-15 151-15 157-31
S3 145-17 149-11 157-14
S4 139-19 143-13 155-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-09 156-12 4-29 3.1% 1-13 0.9% 59% False False 68
10 161-09 152-23 8-18 5.4% 1-13 0.9% 76% False False 92
20 161-09 150-00 11-09 7.1% 1-04 0.7% 82% False False 89
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165-23
2.618 163-22
1.618 162-14
1.000 161-21
0.618 161-06
HIGH 160-13
0.618 159-30
0.500 159-25
0.382 159-20
LOW 159-05
0.618 158-12
1.000 157-29
1.618 157-04
2.618 155-28
4.250 153-27
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 159-25 159-30
PP 159-19 159-22
S1 159-14 159-15

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

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