ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 163-15 161-13 -2-02 -1.3% 163-15
High 163-30 162-12 -1-18 -1.0% 165-26
Low 160-31 161-02 0-03 0.1% 162-19
Close 161-15 162-01 0-18 0.3% 165-15
Range 2-31 1-10 -1-21 -55.8% 3-07
ATR 1-29 1-28 -0-01 -2.2% 0-00
Volume 305,867 265,143 -40,724 -13.3% 1,185,008
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 165-24 165-07 162-24
R3 164-14 163-29 162-13
R2 163-04 163-04 162-09
R1 162-19 162-19 162-05 162-28
PP 161-26 161-26 161-26 161-31
S1 161-09 161-09 161-29 161-18
S2 160-16 160-16 161-25
S3 159-06 159-31 161-21
S4 157-28 158-21 161-10
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 174-09 173-03 167-08
R3 171-02 169-28 166-11
R2 167-27 167-27 166-02
R1 166-21 166-21 165-24 167-08
PP 164-20 164-20 164-20 164-30
S1 163-14 163-14 165-06 164-01
S2 161-13 161-13 164-28
S3 158-06 160-07 164-19
S4 154-31 157-00 163-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-19 160-31 4-20 2.9% 1-31 1.2% 23% False False 240,679
10 165-26 160-31 4-27 3.0% 1-25 1.1% 22% False False 229,193
20 166-21 160-31 5-22 3.5% 1-28 1.2% 19% False False 211,339
40 166-21 154-27 11-26 7.3% 1-25 1.1% 61% False False 225,059
60 171-09 154-27 16-14 10.1% 1-29 1.2% 44% False False 158,527
80 171-09 154-27 16-14 10.1% 1-31 1.2% 44% False False 118,971
100 171-09 152-02 19-07 11.9% 1-27 1.1% 52% False False 95,195
120 171-09 149-05 22-04 13.7% 1-21 1.0% 58% False False 79,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 167-30
2.618 165-26
1.618 164-16
1.000 163-22
0.618 163-06
HIGH 162-12
0.618 161-28
0.500 161-23
0.382 161-18
LOW 161-02
0.618 160-08
1.000 159-24
1.618 158-30
2.618 157-20
4.250 155-16
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 161-30 162-28
PP 161-26 162-19
S1 161-23 162-10

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

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