ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 162-24 163-01 0-09 0.2% 164-16
High 163-28 163-14 -0-14 -0.3% 165-03
Low 161-20 161-15 -0-05 -0.1% 161-15
Close 163-07 161-28 -1-11 -0.8% 161-28
Range 2-08 1-31 -0-09 -12.5% 3-20
ATR 2-05 2-05 0-00 -0.6% 0-00
Volume 4,000 3,136 -864 -21.6% 10,775
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 168-05 167-00 162-31
R3 166-06 165-01 162-13
R2 164-07 164-07 162-08
R1 163-02 163-02 162-02 162-21
PP 162-08 162-08 162-08 162-02
S1 161-03 161-03 161-22 160-22
S2 160-09 160-09 161-16
S3 158-10 159-04 161-11
S4 156-11 157-05 160-25
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
5 165-03 161-15 3-20 2.2% 1-20 1.0% 11% False True 2,155
10 171-04 161-15 9-21 6.0% 2-02 1.3% 4% False True 1,574
20 171-09 161-15 9-26 6.1% 2-06 1.3% 4% False True 1,051
40 171-09 156-08 15-01 9.3% 2-01 1.3% 37% False False 618
60 171-09 150-00 21-09 13.1% 1-23 1.1% 56% False False 440
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 171-26
2.618 168-19
1.618 166-20
1.000 165-13
0.618 164-21
HIGH 163-14
0.618 162-22
0.500 162-14
0.382 162-07
LOW 161-15
0.618 160-08
1.000 159-16
1.618 158-09
2.618 156-10
4.250 153-03
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 162-14 162-22
PP 162-08 162-13
S1 162-02 162-04

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

View Archives - Comment on this page... - Back to Index of Symbols