ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 157-12 158-20 1-08 0.8% 159-06
High 159-00 159-10 0-10 0.2% 161-09
Low 157-12 158-16 1-04 0.7% 157-12
Close 158-18 159-08 0-22 0.4% 158-18
Range 1-20 0-26 -0-26 -50.0% 3-29
ATR 1-13 1-12 -0-01 -3.0% 0-00
Volume 218 19 -199 -91.3% 493
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 161-15 161-05 159-22
R3 160-21 160-11 159-15
R2 159-27 159-27 159-13
R1 159-17 159-17 159-10 159-22
PP 159-01 159-01 159-01 159-03
S1 158-23 158-23 159-06 158-28
S2 158-07 158-07 159-03
S3 157-13 157-29 159-01
S4 156-19 157-03 158-26
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 170-25 168-19 160-23
R3 166-28 164-22 159-20
R2 162-31 162-31 159-09
R1 160-25 160-25 158-29 159-30
PP 159-02 159-02 159-02 158-21
S1 156-28 156-28 158-07 156-00
S2 155-05 155-05 157-27
S3 151-08 152-31 157-16
S4 147-11 149-02 156-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-09 157-12 3-29 2.5% 1-18 1.0% 48% False False 81
10 161-09 154-20 6-21 4.2% 1-16 0.9% 69% False False 81
20 161-09 151-00 10-09 6.5% 1-08 0.8% 80% False False 91
40 161-09 149-05 12-04 7.6% 0-31 0.6% 83% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 162-24
2.618 161-14
1.618 160-20
1.000 160-04
0.618 159-26
HIGH 159-10
0.618 159-00
0.500 158-29
0.382 158-26
LOW 158-16
0.618 158-00
1.000 157-22
1.618 157-06
2.618 156-12
4.250 155-02
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 159-04 159-01
PP 159-01 158-25
S1 158-29 158-18

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

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