ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 161-00 163-05 2-05 1.3% 157-15
High 163-15 166-10 2-27 1.7% 161-13
Low 160-27 163-05 2-10 1.4% 157-15
Close 163-01 164-30 1-29 1.2% 160-24
Range 2-20 3-05 0-17 20.2% 3-30
ATR 1-17 1-21 0-04 8.2% 0-00
Volume 192 441 249 129.7% 526
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 174-09 172-24 166-22
R3 171-04 169-19 165-26
R2 167-31 167-31 165-17
R1 166-14 166-14 165-07 167-06
PP 164-26 164-26 164-26 165-06
S1 163-09 163-09 164-21 164-02
S2 161-21 161-21 164-11
S3 158-16 160-04 164-02
S4 155-11 156-31 163-06
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
5 166-10 158-15 7-27 4.8% 2-01 1.2% 82% True False 222
10 166-10 156-08 10-02 6.1% 1-23 1.0% 86% True False 149
20 166-10 153-20 12-22 7.7% 1-20 1.0% 89% True False 120
40 166-10 149-05 17-05 10.4% 1-08 0.8% 92% True False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-03
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 179-23
2.618 174-18
1.618 171-13
1.000 169-15
0.618 168-08
HIGH 166-10
0.618 165-03
0.500 164-24
0.382 164-12
LOW 163-05
0.618 161-07
1.000 160-00
1.618 158-02
2.618 154-29
4.250 149-24
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 164-28 164-05
PP 164-26 163-12
S1 164-24 162-19

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

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