ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 163-01 161-15 -1-18 -1.0% 164-16
High 163-14 161-31 -1-15 -0.9% 165-03
Low 161-15 159-00 -2-15 -1.5% 161-15
Close 161-28 159-06 -2-22 -1.7% 161-28
Range 1-31 2-31 1-00 50.8% 3-20
ATR 2-05 2-07 0-02 2.7% 0-00
Volume 3,136 2,703 -433 -13.8% 10,775
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 168-31 167-01 160-26
R3 166-00 164-02 160-00
R2 163-01 163-01 159-23
R1 161-03 161-03 159-15 160-18
PP 160-02 160-02 160-02 159-25
S1 158-04 158-04 158-29 157-20
S2 157-03 157-03 158-21
S3 154-04 155-05 158-12
S4 151-05 152-06 157-18
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 173-22 171-13 163-28
R3 170-02 167-25 162-28
R2 166-14 166-14 162-17
R1 164-05 164-05 162-07 163-16
PP 162-26 162-26 162-26 162-15
S1 160-17 160-17 161-17 159-28
S2 159-06 159-06 161-07
S3 155-18 156-29 160-28
S4 151-30 153-09 159-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-28 159-00 4-28 3.1% 1-29 1.2% 4% False True 2,463
10 169-18 159-00 10-18 6.6% 2-06 1.4% 2% False True 1,660
20 171-09 159-00 12-09 7.7% 2-06 1.4% 2% False True 1,169
40 171-09 156-08 15-01 9.4% 2-02 1.3% 20% False False 682
60 171-09 150-00 21-09 13.4% 1-24 1.1% 43% False False 485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-17
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 174-19
2.618 169-24
1.618 166-25
1.000 164-30
0.618 163-26
HIGH 161-31
0.618 160-27
0.500 160-16
0.382 160-04
LOW 159-00
0.618 157-05
1.000 156-01
1.618 154-06
2.618 151-07
4.250 146-12
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 160-16 161-14
PP 160-02 160-22
S1 159-20 159-30

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

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