ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 159-05 158-28 -0-09 -0.2% 157-15
High 159-19 161-13 1-26 1.1% 161-13
Low 158-31 158-28 -0-03 -0.1% 157-15
Close 159-03 160-24 1-21 1.0% 160-24
Range 0-20 2-17 1-29 305.0% 3-30
ATR 1-11 1-14 0-03 6.2% 0-00
Volume 256 166 -90 -35.2% 526
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 167-30 166-28 162-05
R3 165-13 164-11 161-14
R2 162-28 162-28 161-07
R1 161-26 161-26 160-31 162-11
PP 160-11 160-11 160-11 160-20
S1 159-09 159-09 160-17 159-26
S2 157-26 157-26 160-09
S3 155-09 156-24 160-02
S4 152-24 154-07 159-11
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 171-22 170-05 162-29
R3 167-24 166-07 161-27
R2 163-26 163-26 161-15
R1 162-09 162-09 161-04 163-02
PP 159-28 159-28 159-28 160-08
S1 158-11 158-11 160-12 159-04
S2 155-30 155-30 160-01
S3 152-00 154-13 159-21
S4 148-02 150-15 158-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-13 157-13 4-00 2.5% 1-10 0.8% 84% True False 126
10 161-13 156-08 5-05 3.2% 1-17 0.9% 87% True False 109
20 161-13 152-23 8-22 5.4% 1-15 0.9% 92% True False 101
40 161-13 149-05 12-08 7.6% 1-04 0.7% 95% True False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 172-05
2.618 168-01
1.618 165-16
1.000 163-30
0.618 162-31
HIGH 161-13
0.618 160-14
0.500 160-04
0.382 159-27
LOW 158-28
0.618 157-10
1.000 156-11
1.618 154-25
2.618 152-08
4.250 148-04
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 160-18 160-15
PP 160-11 160-07
S1 160-04 159-30

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

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