ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 168-13 166-14 -1-31 -1.2% 164-18
High 168-31 167-25 -1-06 -0.7% 169-15
Low 166-16 164-11 -2-05 -1.3% 163-29
Close 167-00 166-08 -0-24 -0.4% 167-01
Range 2-15 3-14 0-31 39.2% 5-18
ATR 2-01 2-04 0-03 5.0% 0-00
Volume 136 465 329 241.9% 1,194
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 176-14 174-25 168-04
R3 173-00 171-11 167-06
R2 169-18 169-18 166-28
R1 167-29 167-29 166-18 167-00
PP 166-04 166-04 166-04 165-22
S1 164-15 164-15 165-30 163-18
S2 162-22 162-22 165-20
S3 159-08 161-01 165-10
S4 155-26 157-19 164-12
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
5 169-15 164-11 5-04 3.1% 2-29 1.8% 37% False True 327
10 169-15 162-17 6-30 4.2% 2-13 1.4% 54% False False 290
20 169-15 156-08 13-07 8.0% 2-03 1.3% 76% False False 233
40 169-15 151-00 18-15 11.1% 1-22 1.0% 83% False False 162
60 169-15 149-05 20-10 12.2% 1-11 0.8% 84% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-14
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 182-12
2.618 176-25
1.618 173-11
1.000 171-07
0.618 169-29
HIGH 167-25
0.618 166-15
0.500 166-02
0.382 165-21
LOW 164-11
0.618 162-07
1.000 160-29
1.618 158-25
2.618 155-11
4.250 149-24
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 166-06 166-21
PP 166-04 166-17
S1 166-02 166-12

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

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