ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 158-02 157-15 -0-19 -0.4% 158-20
High 158-02 159-01 0-31 0.6% 159-15
Low 157-13 157-15 0-02 0.0% 156-08
Close 157-19 158-11 0-24 0.5% 157-19
Range 0-21 1-18 0-29 138.1% 3-07
ATR 1-13 1-13 0-00 0.8% 0-00
Volume 104 48 -56 -53.8% 331
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 162-31 162-07 159-06
R3 161-13 160-21 158-25
R2 159-27 159-27 158-20
R1 159-03 159-03 158-16 159-15
PP 158-09 158-09 158-09 158-15
S1 157-17 157-17 158-06 157-29
S2 156-23 156-23 158-02
S3 155-05 155-31 157-29
S4 153-19 154-13 157-16
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 167-14 165-23 159-12
R3 164-07 162-16 158-15
R2 161-00 161-00 158-06
R1 159-09 159-09 157-28 158-17
PP 157-25 157-25 157-25 157-12
S1 156-02 156-02 157-10 155-10
S2 154-18 154-18 157-00
S3 151-11 152-27 156-23
S4 148-04 149-20 155-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-15 156-08 3-07 2.0% 1-13 0.9% 65% False False 75
10 161-09 156-08 5-01 3.2% 1-16 0.9% 42% False False 87
20 161-09 152-02 9-07 5.8% 1-13 0.9% 68% False False 91
40 161-09 149-05 12-04 7.7% 1-01 0.7% 76% False False 63
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165-22
2.618 163-04
1.618 161-18
1.000 160-19
0.618 160-00
HIGH 159-01
0.618 158-14
0.500 158-08
0.382 158-02
LOW 157-15
0.618 156-16
1.000 155-29
1.618 154-30
2.618 153-12
4.250 150-26
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 158-10 158-04
PP 158-09 157-28
S1 158-08 157-20

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

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