ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 160-21 159-19 -1-02 -0.7% 164-29
High 161-05 160-01 -1-04 -0.7% 165-11
Low 158-22 158-08 -0-14 -0.3% 160-31
Close 159-28 159-19 -0-09 -0.2% 162-18
Range 2-15 1-25 -0-22 -27.8% 4-12
ATR 1-30 1-30 0-00 -0.6% 0-00
Volume 348,595 339,035 -9,560 -2.7% 1,132,561
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 164-20 163-29 160-18
R3 162-27 162-04 160-03
R2 161-02 161-02 159-29
R1 160-11 160-11 159-24 160-16
PP 159-09 159-09 159-09 159-12
S1 158-18 158-18 159-14 158-22
S2 157-16 157-16 159-09
S3 155-23 156-25 159-03
S4 153-30 155-00 158-20
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 176-03 173-22 164-31
R3 171-23 169-10 163-24
R2 167-11 167-11 163-12
R1 164-30 164-30 162-31 163-30
PP 162-31 162-31 162-31 162-15
S1 160-18 160-18 162-05 159-18
S2 158-19 158-19 161-24
S3 154-07 156-06 161-12
S4 149-27 151-26 160-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-09 158-08 5-01 3.2% 1-31 1.2% 27% False True 252,351
10 165-19 158-08 7-11 4.6% 1-31 1.2% 18% False True 246,515
20 166-21 158-08 8-13 5.3% 1-28 1.2% 16% False True 221,462
40 166-21 154-27 11-26 7.4% 1-27 1.2% 40% False False 222,195
60 168-11 154-27 13-16 8.5% 1-28 1.2% 35% False False 179,474
80 171-09 154-27 16-14 10.3% 1-31 1.2% 29% False False 134,734
100 171-09 152-23 18-18 11.6% 1-29 1.2% 37% False False 107,808
120 171-09 149-05 22-04 13.9% 1-23 1.1% 47% False False 89,849
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 167-19
2.618 164-22
1.618 162-29
1.000 161-26
0.618 161-04
HIGH 160-01
0.618 159-11
0.500 159-04
0.382 158-30
LOW 158-08
0.618 157-05
1.000 156-15
1.618 155-12
2.618 153-19
4.250 150-22
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 159-14 160-20
PP 159-09 160-09
S1 159-04 159-30

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

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