ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 159-15 156-28 -2-19 -1.6% 159-06
High 159-15 157-15 -2-00 -1.3% 161-09
Low 156-23 156-08 -0-15 -0.3% 157-12
Close 157-02 157-12 0-10 0.2% 158-18
Range 2-24 1-07 -1-17 -55.7% 3-29
ATR 1-15 1-14 -0-01 -1.2% 0-00
Volume 15 193 178 1,186.7% 493
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 160-22 160-08 158-01
R3 159-15 159-01 157-23
R2 158-08 158-08 157-19
R1 157-26 157-26 157-16 158-01
PP 157-01 157-01 157-01 157-04
S1 156-19 156-19 157-08 156-26
S2 155-26 155-26 157-05
S3 154-19 155-12 157-01
S4 153-12 154-05 156-23
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
5 159-24 156-08 3-16 2.2% 1-24 1.1% 32% False True 93
10 161-09 156-08 5-01 3.2% 1-19 1.0% 22% False True 81
20 161-09 152-02 9-07 5.9% 1-12 0.9% 58% False False 99
40 161-09 149-05 12-04 7.7% 1-01 0.7% 68% False False 59
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 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162-21
2.618 160-21
1.618 159-14
1.000 158-22
0.618 158-07
HIGH 157-15
0.618 157-00
0.500 156-28
0.382 156-23
LOW 156-08
0.618 155-16
1.000 155-01
1.618 154-09
2.618 153-02
4.250 151-02
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 157-06 157-28
PP 157-01 157-22
S1 156-28 157-17

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

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