ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 164-18 165-13 0-27 0.5% 161-00
High 165-13 165-25 0-12 0.2% 166-10
Low 163-29 164-03 0-06 0.1% 160-27
Close 165-08 165-07 -0-01 0.0% 163-30
Range 1-16 1-22 0-06 12.5% 5-15
ATR 1-22 1-22 0-00 0.0% 0-00
Volume 365 94 -271 -74.2% 1,640
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 170-03 169-11 166-05
R3 168-13 167-21 165-22
R2 166-23 166-23 165-17
R1 165-31 165-31 165-12 165-16
PP 165-01 165-01 165-01 164-26
S1 164-09 164-09 165-02 163-26
S2 163-11 163-11 164-29
S3 161-21 162-19 164-24
S4 159-31 160-29 164-09
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
5 165-25 162-17 3-08 2.0% 1-21 1.0% 83% True False 293
10 166-10 158-15 7-27 4.7% 1-27 1.1% 86% False False 257
20 166-10 156-08 10-02 6.1% 1-21 1.0% 89% False False 172
40 166-10 150-00 16-10 9.9% 1-12 0.8% 93% False False 125
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 0-08
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172-30
2.618 170-06
1.618 168-16
1.000 167-15
0.618 166-26
HIGH 165-25
0.618 165-04
0.500 164-30
0.382 164-24
LOW 164-03
0.618 163-02
1.000 162-13
1.618 161-12
2.618 159-22
4.250 156-30
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 165-04 164-28
PP 165-01 164-16
S1 164-30 164-05

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

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