ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 156-16 155-28 -0-20 -0.4% 162-25
High 157-10 156-05 -1-05 -0.7% 163-09
Low 155-12 153-27 -1-17 -1.0% 157-14
Close 156-02 154-10 -1-24 -1.1% 157-20
Range 1-30 2-10 0-12 19.4% 5-27
ATR 1-30 1-31 0-01 1.4% 0-00
Volume 293,094 298,445 5,351 1.8% 1,244,598
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 161-23 160-10 155-19
R3 159-13 158-00 154-30
R2 157-03 157-03 154-24
R1 155-22 155-22 154-17 155-08
PP 154-25 154-25 154-25 154-17
S1 153-12 153-12 154-03 152-30
S2 152-15 152-15 153-28
S3 150-05 151-02 153-22
S4 147-27 148-24 153-01
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 176-31 173-05 160-27
R3 171-04 167-10 159-07
R2 165-09 165-09 158-22
R1 161-15 161-15 158-05 160-14
PP 159-14 159-14 159-14 158-30
S1 155-20 155-20 157-03 154-20
S2 153-19 153-19 156-18
S3 147-24 149-25 156-01
S4 141-29 143-30 154-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-01 153-27 6-06 4.0% 2-01 1.3% 8% False True 264,692
10 163-09 153-27 9-14 6.1% 1-30 1.3% 5% False True 251,133
20 165-26 153-27 11-31 7.8% 1-30 1.2% 4% False True 238,568
40 166-21 153-27 12-26 8.3% 1-26 1.2% 4% False True 219,812
60 166-21 153-27 12-26 8.3% 1-28 1.2% 4% False True 195,824
80 171-09 153-27 17-14 11.3% 1-31 1.3% 3% False True 147,021
100 171-09 153-27 17-14 11.3% 1-29 1.2% 3% False True 117,648
120 171-09 150-00 21-09 13.8% 1-24 1.1% 20% False False 98,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166-00
2.618 162-07
1.618 159-29
1.000 158-15
0.618 157-19
HIGH 156-05
0.618 155-09
0.500 155-00
0.382 154-23
LOW 153-27
0.618 152-13
1.000 151-17
1.618 150-03
2.618 147-25
4.250 144-00
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 155-00 156-00
PP 154-25 155-14
S1 154-17 154-28

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

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