ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 164-07 163-30 -0-09 -0.2% 159-15
High 164-16 165-16 1-00 0.6% 164-12
Low 163-21 163-26 0-05 0.1% 159-14
Close 164-01 165-08 1-07 0.7% 164-05
Range 0-27 1-22 0-27 100.0% 4-30
ATR 1-26 1-26 0-00 -0.5% 0-00
Volume 155,530 196,107 40,577 26.1% 1,007,693
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 169-29 169-09 166-06
R3 168-07 167-19 165-23
R2 166-17 166-17 165-18
R1 165-29 165-29 165-13 166-07
PP 164-27 164-27 164-27 165-00
S1 164-07 164-07 165-03 164-17
S2 163-05 163-05 164-30
S3 161-15 162-17 164-25
S4 159-25 160-27 164-10
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 177-15 175-24 166-28
R3 172-17 170-26 165-16
R2 167-19 167-19 165-02
R1 165-28 165-28 164-19 166-24
PP 162-21 162-21 162-21 163-03
S1 160-30 160-30 163-23 161-26
S2 157-23 157-23 163-08
S3 152-25 156-00 162-26
S4 147-27 151-02 161-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-16 161-10 4-06 2.5% 1-19 1.0% 94% True False 205,937
10 165-16 158-01 7-15 4.5% 1-18 0.9% 97% True False 213,575
20 165-16 154-27 10-21 6.4% 1-22 1.0% 98% True False 247,012
40 171-09 154-27 16-14 9.9% 1-30 1.2% 63% False False 127,542
60 171-09 154-27 16-14 9.9% 1-31 1.2% 63% False False 85,121
80 171-09 152-02 19-07 11.6% 1-26 1.1% 69% False False 63,865
100 171-09 149-05 22-04 13.4% 1-19 1.0% 73% False False 51,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 172-22
2.618 169-29
1.618 168-07
1.000 167-06
0.618 166-17
HIGH 165-16
0.618 164-27
0.500 164-21
0.382 164-15
LOW 163-26
0.618 162-25
1.000 162-04
1.618 161-03
2.618 159-13
4.250 156-20
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 165-02 164-31
PP 164-27 164-21
S1 164-21 164-12

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

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