ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 148-01 146-19 -1-14 -1.0% 148-03
High 148-01 146-19 -1-14 -1.0% 148-07
Low 147-30 145-30 -2-00 -1.4% 145-30
Close 147-30 145-30 -2-00 -1.4% 145-30
Range 0-03 0-21 0-18 600.0% 2-09
ATR 1-07 1-09 0-02 4.5% 0-00
Volume 1 35 34 3,400.0% 47
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 148-04 147-22 146-10
R3 147-15 147-01 146-04
R2 146-26 146-26 146-02
R1 146-12 146-12 146-00 146-08
PP 146-05 146-05 146-05 146-03
S1 145-23 145-23 145-28 145-20
S2 145-16 145-16 145-26
S3 144-27 145-02 145-24
S4 144-06 144-13 145-18
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 153-17 152-01 147-06
R3 151-08 149-24 146-18
R2 148-31 148-31 146-11
R1 147-15 147-15 146-05 147-02
PP 146-22 146-22 146-22 146-16
S1 145-06 145-06 145-23 144-26
S2 144-13 144-13 145-17
S3 142-04 142-29 145-10
S4 139-27 140-20 144-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-07 145-30 2-09 1.6% 0-06 0.1% 0% False True 9
10 150-19 145-30 4-21 3.2% 0-08 0.2% 0% False True 5
20 153-00 145-30 7-02 4.8% 0-13 0.3% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 149-12
2.618 148-10
1.618 147-21
1.000 147-08
0.618 147-00
HIGH 146-19
0.618 146-11
0.500 146-08
0.382 146-06
LOW 145-30
0.618 145-17
1.000 145-09
1.618 144-28
2.618 144-07
4.250 143-05
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 146-08 147-02
PP 146-05 146-22
S1 146-02 146-10

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

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