ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 145-18 144-06 -1-12 -0.9% 147-20
High 146-04 145-07 -0-29 -0.6% 148-09
Low 143-30 143-25 -0-05 -0.1% 145-17
Close 144-03 144-26 0-23 0.5% 145-29
Range 2-06 1-14 -0-24 -34.3% 2-24
ATR 1-21 1-20 0-00 -0.9% 0-00
Volume 418,137 404,453 -13,684 -3.3% 1,470,031
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 148-29 148-10 145-19
R3 147-15 146-28 145-07
R2 146-01 146-01 145-02
R1 145-14 145-14 144-30 145-24
PP 144-19 144-19 144-19 144-24
S1 144-00 144-00 144-22 144-10
S2 143-05 143-05 144-18
S3 141-23 142-18 144-13
S4 140-09 141-04 144-01
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
5 147-10 143-25 3-17 2.4% 1-17 1.1% 29% False True 351,337
10 150-19 143-25 6-26 4.7% 1-19 1.1% 15% False True 346,183
20 151-28 143-25 8-03 5.6% 1-22 1.2% 13% False True 364,110
40 151-28 142-11 9-17 6.6% 1-19 1.1% 26% False False 330,126
60 151-28 139-20 12-08 8.5% 1-14 1.0% 42% False False 334,974
80 151-28 138-28 13-00 9.0% 1-10 0.9% 46% False False 251,536
100 151-28 135-16 16-12 11.3% 1-09 0.9% 57% False False 201,264
120 151-28 134-00 17-28 12.3% 1-03 0.8% 60% False False 167,720
Crabel Price Patterns
NR True
NR4 True
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 0-16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 151-10
2.618 148-31
1.618 147-17
1.000 146-21
0.618 146-03
HIGH 145-07
0.618 144-21
0.500 144-16
0.382 144-11
LOW 143-25
0.618 142-29
1.000 142-11
1.618 141-15
2.618 140-01
4.250 137-22
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 144-23 145-12
PP 144-19 145-06
S1 144-16 145-00

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

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