ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 159-13 159-12 -0-01 0.0% 155-19
High 160-26 160-03 -0-23 -0.4% 160-26
Low 159-00 158-19 -0-13 -0.3% 155-15
Close 159-22 159-19 -0-03 -0.1% 159-19
Range 1-26 1-16 -0-10 -17.2% 5-11
ATR 2-00 1-31 -0-01 -1.8% 0-00
Volume 292,123 195,201 -96,922 -33.2% 1,231,425
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 163-30 163-08 160-13
R3 162-14 161-24 160-00
R2 160-30 160-30 159-28
R1 160-08 160-08 159-23 160-19
PP 159-14 159-14 159-14 159-19
S1 158-24 158-24 159-15 159-03
S2 157-30 157-30 159-10
S3 156-14 157-08 159-06
S4 154-30 155-24 158-25
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 174-21 172-15 162-17
R3 169-10 167-04 161-02
R2 163-31 163-31 160-18
R1 161-25 161-25 160-03 162-28
PP 158-20 158-20 158-20 159-06
S1 156-14 156-14 159-03 157-17
S2 153-09 153-09 158-20
S3 147-30 151-03 158-04
S4 142-19 145-24 156-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-26 155-15 5-11 3.3% 1-24 1.1% 77% False False 246,285
10 162-05 154-27 7-10 4.6% 1-29 1.2% 65% False False 261,771
20 163-14 154-27 8-19 5.4% 1-30 1.2% 55% False False 186,346
40 171-09 154-27 16-14 10.3% 2-04 1.3% 29% False False 93,627
60 171-09 154-27 16-14 10.3% 2-00 1.3% 29% False False 62,475
80 171-09 150-00 21-09 13.3% 1-25 1.1% 45% False False 46,877
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 166-15
2.618 164-01
1.618 162-17
1.000 161-19
0.618 161-01
HIGH 160-03
0.618 159-17
0.500 159-11
0.382 159-05
LOW 158-19
0.618 157-21
1.000 157-03
1.618 156-05
2.618 154-21
4.250 152-07
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 159-16 159-17
PP 159-14 159-15
S1 159-11 159-14

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

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