ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 166-14 167-19 1-05 0.7% 166-29
High 167-25 169-02 1-09 0.8% 169-02
Low 164-11 167-19 3-08 2.0% 164-11
Close 166-08 168-10 2-02 1.2% 168-10
Range 3-14 1-15 -1-31 -57.3% 4-23
ATR 2-04 2-05 0-02 2.3% 0-00
Volume 465 649 184 39.6% 1,652
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 172-23 172-00 169-04
R3 171-08 170-17 168-23
R2 169-25 169-25 168-19
R1 169-02 169-02 168-14 169-14
PP 168-10 168-10 168-10 168-16
S1 167-19 167-19 168-06 167-30
S2 166-27 166-27 168-01
S3 165-12 166-04 167-29
S4 163-29 164-21 167-16
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 181-13 179-18 170-29
R3 176-22 174-27 169-20
R2 171-31 171-31 169-06
R1 170-04 170-04 168-24 171-02
PP 167-08 167-08 167-08 167-22
S1 165-13 165-13 167-28 166-10
S2 162-17 162-17 167-14
S3 157-26 160-22 167-00
S4 153-03 155-31 165-23
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 3.0% 2-13 1.4% 77% False False 398
10 169-15 162-17 6-30 4.1% 2-13 1.4% 83% False False 310
20 169-15 156-08 13-07 7.9% 2-01 1.2% 91% False False 265
40 169-15 151-20 17-27 10.6% 1-22 1.0% 94% False False 178
60 169-15 149-05 20-10 12.1% 1-11 0.8% 94% False False 125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-14
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 175-10
2.618 172-29
1.618 171-14
1.000 170-17
0.618 169-31
HIGH 169-02
0.618 168-16
0.500 168-10
0.382 168-05
LOW 167-19
0.618 166-22
1.000 166-04
1.618 165-07
2.618 163-24
4.250 161-11
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 168-10 167-25
PP 168-10 167-08
S1 168-10 166-22

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

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