ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 154-04 156-02 1-30 1.3% 155-17
High 156-11 156-24 0-13 0.3% 155-17
Low 153-29 155-11 1-14 0.9% 151-28
Close 156-07 156-18 0-11 0.2% 153-25
Range 2-14 1-13 -1-01 -42.3% 3-21
ATR 2-07 2-05 -0-02 -2.6% 0-00
Volume 467,210 404,265 -62,945 -13.5% 1,258,135
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 160-14 159-29 157-11
R3 159-01 158-16 156-30
R2 157-20 157-20 156-26
R1 157-03 157-03 156-22 157-12
PP 156-07 156-07 156-07 156-11
S1 155-22 155-22 156-14 155-30
S2 154-26 154-26 156-10
S3 153-13 154-09 156-06
S4 152-00 152-28 155-25
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 164-22 162-29 155-25
R3 161-01 159-08 154-25
R2 157-12 157-12 154-14
R1 155-19 155-19 154-04 154-21
PP 153-23 153-23 153-23 153-08
S1 151-30 151-30 153-14 151-00
S2 150-02 150-02 153-04
S3 146-13 148-09 152-25
S4 142-24 144-20 151-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-24 151-29 4-27 3.1% 1-23 1.1% 96% True False 318,944
10 156-24 151-28 4-28 3.1% 2-03 1.3% 96% True False 311,799
20 161-05 151-04 10-01 6.4% 2-09 1.5% 54% False False 301,180
40 166-21 151-04 15-17 9.9% 2-02 1.3% 35% False False 255,100
60 166-21 151-04 15-17 9.9% 1-31 1.2% 35% False False 245,350
80 171-04 151-04 20-00 12.8% 1-31 1.3% 27% False False 201,339
100 171-09 151-04 20-05 12.9% 2-02 1.3% 27% False False 161,150
120 171-09 151-04 20-05 12.9% 1-30 1.2% 27% False False 134,308
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 0-16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162-23
2.618 160-14
1.618 159-01
1.000 158-05
0.618 157-20
HIGH 156-24
0.618 156-07
0.500 156-02
0.382 155-28
LOW 155-11
0.618 154-15
1.000 153-30
1.618 153-02
2.618 151-21
4.250 149-12
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 156-12 156-02
PP 156-07 155-19
S1 156-02 155-04

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

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