ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 164-10 163-10 -1-00 -0.6% 161-00
High 164-17 164-15 -0-02 0.0% 166-10
Low 162-31 162-17 -0-14 -0.3% 160-27
Close 163-06 163-30 0-24 0.5% 163-30
Range 1-18 1-30 0-12 24.0% 5-15
ATR 1-22 1-23 0-01 1.1% 0-00
Volume 450 258 -192 -42.7% 1,640
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 169-15 168-20 165-00
R3 167-17 166-22 164-15
R2 165-19 165-19 164-09
R1 164-24 164-24 164-04 165-06
PP 163-21 163-21 163-21 163-27
S1 162-26 162-26 163-24 163-08
S2 161-23 161-23 163-19
S3 159-25 160-28 163-13
S4 157-27 158-30 162-28
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 180-03 177-16 166-30
R3 174-20 172-01 165-14
R2 169-05 169-05 164-30
R1 166-18 166-18 164-14 167-28
PP 163-22 163-22 163-22 164-11
S1 161-03 161-03 163-14 162-12
S2 158-07 158-07 162-30
S3 152-24 155-20 162-14
S4 147-09 150-05 160-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-10 160-27 5-15 3.3% 2-06 1.3% 57% False False 328
10 166-10 157-13 8-29 5.4% 1-24 1.1% 73% False False 227
20 166-10 156-08 10-02 6.1% 1-21 1.0% 76% False False 154
40 166-10 150-00 16-10 10.0% 1-10 0.8% 85% False False 114
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 0-05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 172-22
2.618 169-17
1.618 167-19
1.000 166-13
0.618 165-21
HIGH 164-15
0.618 163-23
0.500 163-16
0.382 163-09
LOW 162-17
0.618 161-11
1.000 160-19
1.618 159-13
2.618 157-15
4.250 154-10
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 163-25 164-01
PP 163-21 164-00
S1 163-16 163-31

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

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