ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 144-07 144-05 -0-02 0.0% 145-18
High 145-14 145-13 -0-01 0.0% 146-04
Low 143-28 144-03 0-07 0.2% 143-25
Close 144-01 145-11 1-10 0.9% 144-01
Range 1-18 1-10 -0-08 -16.0% 2-11
ATR 1-19 1-18 0-00 -1.0% 0-00
Volume 355,084 324,290 -30,794 -8.7% 1,495,685
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 148-28 148-14 146-02
R3 147-18 147-04 145-23
R2 146-08 146-08 145-19
R1 145-26 145-26 145-15 146-01
PP 144-30 144-30 144-30 145-02
S1 144-16 144-16 145-07 144-23
S2 143-20 143-20 145-03
S3 142-10 143-06 144-31
S4 141-00 141-28 144-20
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 151-22 150-06 145-10
R3 149-11 147-27 144-22
R2 147-00 147-00 144-15
R1 145-16 145-16 144-08 145-02
PP 144-21 144-21 144-21 144-14
S1 143-05 143-05 143-26 142-24
S2 142-10 142-10 143-19
S3 139-31 140-26 143-12
S4 137-20 138-15 142-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146-04 143-25 2-11 1.6% 1-17 1.0% 67% False False 363,995
10 148-09 143-25 4-16 3.1% 1-12 0.9% 35% False False 329,000
20 151-28 143-25 8-03 5.6% 1-18 1.1% 19% False False 347,533
40 151-28 142-11 9-17 6.6% 1-18 1.1% 31% False False 340,861
60 151-28 140-18 11-10 7.8% 1-15 1.0% 42% False False 349,112
80 151-28 138-28 13-00 8.9% 1-10 0.9% 50% False False 263,978
100 151-28 136-12 15-16 10.7% 1-09 0.9% 58% False False 211,237
120 151-28 134-00 17-28 12.3% 1-04 0.8% 63% False False 176,032
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 151-00
2.618 148-27
1.618 147-17
1.000 146-23
0.618 146-07
HIGH 145-13
0.618 144-29
0.500 144-24
0.382 144-19
LOW 144-03
0.618 143-09
1.000 142-25
1.618 141-31
2.618 140-21
4.250 138-16
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 145-05 145-04
PP 144-30 144-28
S1 144-24 144-21

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

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