ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 151-31 152-04 0-05 0.1% 151-08
High 153-06 153-05 -0-01 0.0% 153-06
Low 151-19 151-23 0-04 0.1% 149-02
Close 152-00 152-04 0-04 0.1% 152-00
Range 1-19 1-14 -0-05 -9.8% 4-04
ATR 2-02 2-01 -0-01 -2.2% 0-00
Volume 908 2,370 1,462 161.0% 8,072
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 156-21 155-26 152-29
R3 155-07 154-12 152-17
R2 153-25 153-25 152-12
R1 152-30 152-30 152-08 152-27
PP 152-11 152-11 152-11 152-09
S1 151-16 151-16 152-00 151-13
S2 150-29 150-29 151-28
S3 149-15 150-02 151-23
S4 148-01 148-20 151-11
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 163-25 162-01 154-09
R3 159-21 157-29 153-04
R2 155-17 155-17 152-24
R1 153-25 153-25 152-12 154-21
PP 151-13 151-13 151-13 151-28
S1 149-21 149-21 151-20 150-17
S2 147-09 147-09 151-08
S3 143-05 145-17 150-28
S4 139-01 141-13 149-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-06 149-02 4-04 2.7% 1-26 1.2% 74% False False 1,909
10 155-13 149-02 6-11 4.2% 2-00 1.3% 48% False False 5,663
20 157-12 149-02 8-10 5.5% 1-29 1.3% 37% False False 126,509
40 165-11 149-02 16-09 10.7% 2-03 1.4% 19% False False 198,348
60 166-21 149-02 17-19 11.6% 1-31 1.3% 17% False False 198,532
80 166-21 149-02 17-19 11.6% 1-30 1.3% 17% False False 205,942
100 171-09 149-02 22-07 14.6% 2-00 1.3% 14% False False 165,121
120 171-09 149-02 22-07 14.6% 2-00 1.3% 14% False False 137,636
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159-08
2.618 156-29
1.618 155-15
1.000 154-19
0.618 154-01
HIGH 153-05
0.618 152-19
0.500 152-14
0.382 152-09
LOW 151-23
0.618 150-27
1.000 150-09
1.618 149-13
2.618 147-31
4.250 145-20
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 152-14 151-26
PP 152-11 151-15
S1 152-07 151-05

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

View Archives - Comment on this page... - Back to Index of Symbols