ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 164-22 165-19 0-29 0.6% 161-00
High 167-16 169-14 1-30 1.2% 166-10
Low 164-22 165-12 0-22 0.4% 160-27
Close 166-20 167-19 0-31 0.6% 163-30
Range 2-26 4-02 1-08 44.4% 5-15
ATR 1-25 1-30 0-05 9.2% 0-00
Volume 99 295 196 198.0% 1,640
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 179-21 177-22 169-26
R3 175-19 173-20 168-23
R2 171-17 171-17 168-11
R1 169-18 169-18 167-31 170-18
PP 167-15 167-15 167-15 167-31
S1 165-16 165-16 167-07 166-16
S2 163-13 163-13 166-27
S3 159-11 161-14 166-15
S4 155-09 157-12 165-12
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
5 169-14 162-17 6-29 4.1% 2-13 1.4% 73% True False 222
10 169-14 158-28 10-18 6.3% 2-11 1.4% 83% True False 265
20 169-14 156-08 13-06 7.9% 1-28 1.1% 86% True False 185
40 169-14 150-00 19-14 11.6% 1-15 0.9% 91% True False 134
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 0-08
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 186-22
2.618 180-02
1.618 176-00
1.000 173-16
0.618 171-30
HIGH 169-14
0.618 167-28
0.500 167-13
0.382 166-30
LOW 165-12
0.618 162-28
1.000 161-10
1.618 158-26
2.618 154-24
4.250 148-04
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 167-17 167-10
PP 167-15 167-01
S1 167-13 166-24

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

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