ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 150-24 152-00 1-08 0.8% 147-09
High 152-20 153-00 0-12 0.2% 149-25
Low 150-24 151-26 1-02 0.7% 146-21
Close 151-28 152-16 0-20 0.4% 147-18
Range 1-28 1-06 -0-22 -36.7% 3-04
ATR 1-20 1-19 -0-01 -1.9% 0-00
Volume 67 118 51 76.1% 116
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 156-00 155-14 153-05
R3 154-26 154-08 152-26
R2 153-20 153-20 152-23
R1 153-02 153-02 152-19 153-11
PP 152-14 152-14 152-14 152-18
S1 151-28 151-28 152-13 152-05
S2 151-08 151-08 152-09
S3 150-02 150-22 152-06
S4 148-28 149-16 151-27
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
5 153-00 146-21 6-11 4.2% 1-09 0.8% 92% True False 58
10 153-00 145-30 7-02 4.6% 1-02 0.7% 93% True False 34
20 153-00 145-30 7-02 4.6% 0-22 0.5% 93% True False 18
Crabel Price Patterns
NR True
NR4 False
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 0-03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 158-02
2.618 156-03
1.618 154-29
1.000 154-06
0.618 153-23
HIGH 153-00
0.618 152-17
0.500 152-13
0.382 152-09
LOW 151-26
0.618 151-03
1.000 150-20
1.618 149-29
2.618 148-23
4.250 146-24
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 152-15 152-03
PP 152-14 151-23
S1 152-13 151-10

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

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