ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 150-02 150-24 0-22 0.5% 147-09
High 150-16 152-20 2-04 1.4% 149-25
Low 149-20 150-24 1-04 0.8% 146-21
Close 150-14 151-28 1-14 1.0% 147-18
Range 0-28 1-28 1-00 114.3% 3-04
ATR 1-18 1-20 0-01 2.8% 0-00
Volume 4 67 63 1,575.0% 116
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 157-12 156-16 152-29
R3 155-16 154-20 152-12
R2 153-20 153-20 152-07
R1 152-24 152-24 152-02 153-06
PP 151-24 151-24 151-24 151-31
S1 150-28 150-28 151-22 151-10
S2 149-28 149-28 151-17
S3 148-00 149-00 151-12
S4 146-04 147-04 150-27
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 157-12 155-19 149-09
R3 154-08 152-15 148-14
R2 151-04 151-04 148-04
R1 149-11 149-11 147-27 150-08
PP 148-00 148-00 148-00 148-14
S1 146-07 146-07 147-09 147-04
S2 144-28 144-28 147-00
S3 141-24 143-03 146-22
S4 138-20 139-31 145-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-20 146-21 5-31 3.9% 1-10 0.9% 87% True False 35
10 152-20 145-30 6-22 4.4% 0-31 0.6% 89% True False 22
20 152-20 145-30 6-22 4.4% 0-21 0.4% 89% True False 12
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 0-02
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 160-19
2.618 157-17
1.618 155-21
1.000 154-16
0.618 153-25
HIGH 152-20
0.618 151-29
0.500 151-22
0.382 151-15
LOW 150-24
0.618 149-19
1.000 148-28
1.618 147-23
2.618 145-27
4.250 142-25
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 151-26 151-04
PP 151-24 150-12
S1 151-22 149-20

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

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