ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 158-15 159-05 0-22 0.4% 158-20
High 159-20 159-19 -0-01 0.0% 159-15
Low 158-15 158-31 0-16 0.3% 156-08
Close 158-26 159-03 0-09 0.2% 157-19
Range 1-05 0-20 -0-17 -45.9% 3-07
ATR 1-13 1-11 -0-01 -3.2% 0-00
Volume 56 256 200 357.1% 331
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 161-03 160-23 159-14
R3 160-15 160-03 159-08
R2 159-27 159-27 159-07
R1 159-15 159-15 159-05 159-11
PP 159-07 159-07 159-07 159-05
S1 158-27 158-27 159-01 158-23
S2 158-19 158-19 158-31
S3 157-31 158-07 158-30
S4 157-11 157-19 158-24
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
5 159-20 156-08 3-12 2.1% 1-01 0.7% 84% False False 131
10 160-13 156-08 4-05 2.6% 1-13 0.9% 68% False False 104
20 161-09 152-02 9-07 5.8% 1-12 0.9% 76% False False 95
40 161-09 149-05 12-04 7.6% 1-03 0.7% 82% False False 70
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 162-08
2.618 161-07
1.618 160-19
1.000 160-07
0.618 159-31
HIGH 159-19
0.618 159-11
0.500 159-09
0.382 159-07
LOW 158-31
0.618 158-19
1.000 158-11
1.618 157-31
2.618 157-11
4.250 156-10
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 159-09 158-29
PP 159-07 158-23
S1 159-05 158-18

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

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