ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 146-20 148-01 1-13 1.0% 153-00
High 146-20 148-23 2-03 1.4% 153-00
Low 146-08 148-01 1-25 1.2% 148-01
Close 146-08 148-23 2-15 1.7% 148-01
Range 0-12 0-22 0-10 83.3% 4-31
ATR
Volume 3 3 0 0.0% 17
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 150-18 150-10 149-03
R3 149-28 149-20 148-29
R2 149-06 149-06 148-27
R1 148-30 148-30 148-25 149-02
PP 148-16 148-16 148-16 148-18
S1 148-08 148-08 148-21 148-12
S2 147-26 147-26 148-19
S3 147-04 147-18 148-17
S4 146-14 146-28 148-11
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 164-19 161-09 150-24
R3 159-20 156-10 149-13
R2 154-21 154-21 148-30
R1 151-11 151-11 148-16 150-16
PP 149-22 149-22 149-22 149-09
S1 146-12 146-12 147-18 145-18
S2 144-23 144-23 147-04
S3 139-24 141-13 146-21
S4 134-25 136-14 145-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-23 146-08 2-15 1.7% 0-12 0.2% 100% True False 3
10 153-30 146-08 7-22 5.2% 0-17 0.4% 32% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 151-20
2.618 150-17
1.618 149-27
1.000 149-13
0.618 149-05
HIGH 148-23
0.618 148-15
0.500 148-12
0.382 148-09
LOW 148-01
0.618 147-19
1.000 147-11
1.618 146-29
2.618 146-07
4.250 145-04
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 148-19 148-10
PP 148-16 147-29
S1 148-12 147-16

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

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