ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 165-19 169-03 3-16 2.1% 164-18
High 169-14 169-15 0-01 0.0% 169-15
Low 165-12 166-22 1-10 0.8% 163-29
Close 167-19 167-01 -0-18 -0.3% 167-01
Range 4-02 2-25 -1-09 -31.5% 5-18
ATR 1-30 2-00 0-02 3.1% 0-00
Volume 295 341 46 15.6% 1,194
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 176-02 174-11 168-18
R3 173-09 171-18 167-25
R2 170-16 170-16 167-17
R1 168-25 168-25 167-09 168-08
PP 167-23 167-23 167-23 167-15
S1 166-00 166-00 166-25 165-15
S2 164-30 164-30 166-17
S3 162-05 163-07 166-09
S4 159-12 160-14 165-16
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 183-16 180-26 170-03
R3 177-30 175-08 168-18
R2 172-12 172-12 168-02
R1 169-22 169-22 167-17 171-01
PP 166-26 166-26 166-26 167-15
S1 164-04 164-04 166-17 165-15
S2 161-08 161-08 166-00
S3 155-22 158-18 165-16
S4 150-04 153-00 163-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 169-15 163-29 5-18 3.3% 2-18 1.5% 56% True False 238
10 169-15 160-27 8-20 5.2% 2-12 1.4% 72% True False 283
20 169-15 156-08 13-07 7.9% 1-30 1.2% 82% True False 196
40 169-15 150-00 19-15 11.7% 1-17 0.9% 87% True False 143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-09
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 181-09
2.618 176-24
1.618 173-31
1.000 172-08
0.618 171-06
HIGH 169-15
0.618 168-13
0.500 168-02
0.382 167-24
LOW 166-22
0.618 164-31
1.000 163-29
1.618 162-06
2.618 159-13
4.250 154-28
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 168-02 167-02
PP 167-23 167-02
S1 167-12 167-02

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

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