ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 29-Jan-2015
Day Change Summary
Previous Current
28-Jan-2015 29-Jan-2015 Change Change % Previous Week
Open 168-10 170-21 2-11 1.4% 166-29
High 170-27 170-21 -0-06 -0.1% 169-02
Low 168-02 168-14 0-12 0.2% 164-11
Close 170-15 169-07 -1-08 -0.7% 168-10
Range 2-25 2-07 -0-18 -20.2% 4-23
ATR 2-06 2-06 0-00 0.1% 0-00
Volume 493 907 414 84.0% 1,652
Daily Pivots for day following 29-Jan-2015
Classic Woodie Camarilla DeMark
R4 176-03 174-28 170-14
R3 173-28 172-21 169-27
R2 171-21 171-21 169-20
R1 170-14 170-14 169-14 169-30
PP 169-14 169-14 169-14 169-06
S1 168-07 168-07 169-00 167-23
S2 167-07 167-07 168-26
S3 165-00 166-00 168-19
S4 162-25 163-25 168-00
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
5 170-27 167-19 3-08 1.9% 2-02 1.2% 50% False False 621
10 170-27 164-11 6-16 3.8% 2-16 1.5% 75% False False 474
20 170-27 158-28 11-31 7.1% 2-08 1.3% 86% False False 368
40 170-27 152-02 18-25 11.1% 1-26 1.1% 91% False False 228
60 170-27 149-05 21-22 12.8% 1-15 0.9% 93% False False 165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 180-03
2.618 176-15
1.618 174-08
1.000 172-28
0.618 172-01
HIGH 170-21
0.618 169-26
0.500 169-18
0.382 169-09
LOW 168-14
0.618 167-02
1.000 166-07
1.618 164-27
2.618 162-20
4.250 159-00
Fisher Pivots for day following 29-Jan-2015
Pivot 1 day 3 day
R1 169-18 169-14
PP 169-14 169-12
S1 169-10 169-10

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

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