ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 160-11 159-24 -0-19 -0.4% 153-25
High 160-13 159-24 -0-21 -0.4% 159-18
Low 159-05 157-14 -1-23 -1.1% 153-20
Close 159-08 158-00 -1-08 -0.8% 159-02
Range 1-08 2-10 1-02 85.0% 5-30
ATR 1-10 1-13 0-02 5.3% 0-00
Volume 115 24 -91 -79.1% 420
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 165-11 163-31 159-09
R3 163-01 161-21 158-20
R2 160-23 160-23 158-14
R1 159-11 159-11 158-07 158-28
PP 158-13 158-13 158-13 158-05
S1 157-01 157-01 157-25 156-18
S2 156-03 156-03 157-18
S3 153-25 154-23 157-12
S4 151-15 152-13 156-23
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
5 161-09 157-14 3-27 2.4% 1-21 1.1% 15% False True 65
10 161-09 152-23 8-18 5.4% 1-16 1.0% 62% False False 83
20 161-09 150-16 10-25 6.8% 1-07 0.8% 70% False False 88
40 161-09 149-05 12-04 7.7% 0-30 0.6% 73% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 169-18
2.618 165-26
1.618 163-16
1.000 162-02
0.618 161-06
HIGH 159-24
0.618 158-28
0.500 158-19
0.382 158-10
LOW 157-14
0.618 156-00
1.000 155-04
1.618 153-22
2.618 151-12
4.250 147-20
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 158-19 159-12
PP 158-13 158-29
S1 158-06 158-14

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

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