ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 146-16 146-25 0-09 0.2% 147-20
High 147-10 147-00 -0-10 -0.2% 148-09
Low 145-23 145-17 -0-06 -0.1% 145-17
Close 146-26 145-29 -0-29 -0.6% 145-29
Range 1-19 1-15 -0-04 -7.8% 2-24
ATR 1-20 1-19 0-00 -0.6% 0-00
Volume 363,464 267,855 -95,609 -26.3% 1,470,031
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 150-18 149-22 146-23
R3 149-03 148-07 146-10
R2 147-20 147-20 146-06
R1 146-24 146-24 146-01 146-14
PP 146-05 146-05 146-05 146-00
S1 145-09 145-09 145-25 145-00
S2 144-22 144-22 145-20
S3 143-07 143-26 145-16
S4 141-24 142-11 145-03
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 154-26 153-04 147-13
R3 152-02 150-12 146-21
R2 149-10 149-10 146-13
R1 147-20 147-20 146-05 147-03
PP 146-18 146-18 146-18 146-10
S1 144-28 144-28 145-21 144-11
S2 143-26 143-26 145-13
S3 141-02 142-04 145-05
S4 138-10 139-12 144-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148-09 145-17 2-24 1.9% 1-07 0.8% 14% False True 294,006
10 151-23 145-17 6-06 4.2% 1-18 1.1% 6% False True 337,498
20 151-28 145-17 6-11 4.3% 1-22 1.2% 6% False True 360,962
40 151-28 142-11 9-17 6.5% 1-19 1.1% 37% False False 328,611
60 151-28 139-19 12-09 8.4% 1-13 1.0% 51% False False 321,413
80 151-28 138-28 13-00 8.9% 1-09 0.9% 54% False False 241,261
100 151-28 135-10 16-18 11.4% 1-08 0.9% 64% False False 193,038
120 151-28 134-00 17-28 12.3% 1-03 0.7% 67% False False 160,865
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 153-08
2.618 150-27
1.618 149-12
1.000 148-15
0.618 147-29
HIGH 147-00
0.618 146-14
0.500 146-08
0.382 146-03
LOW 145-17
0.618 144-20
1.000 144-02
1.618 143-05
2.618 141-22
4.250 139-09
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 146-08 146-14
PP 146-05 146-08
S1 146-01 146-02

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

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