ECBOT 30 Year Treasury Bond Future March 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 146-03 147-04 1-01 0.7% 144-06
High 146-15 147-05 0-22 0.5% 146-19
Low 145-23 146-13 0-22 0.5% 143-19
Close 145-27 146-21 0-26 0.6% 145-22
Range 0-24 0-24 0-00 0.0% 3-00
ATR 1-11 1-11 0-00 -0.1% 0-00
Volume 4,588 6,090 1,502 32.7% 47,532
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 149-00 148-18 147-02
R3 148-08 147-26 146-28
R2 147-16 147-16 146-25
R1 147-02 147-02 146-23 146-29
PP 146-24 146-24 146-24 146-21
S1 146-10 146-10 146-19 146-05
S2 146-00 146-00 146-17
S3 145-08 145-18 146-14
S4 144-16 144-26 146-08
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 154-09 153-00 147-11
R3 151-09 150-00 146-16
R2 148-09 148-09 146-08
R1 147-00 147-00 145-31 147-20
PP 145-09 145-09 145-09 145-20
S1 144-00 144-00 145-13 144-20
S2 142-09 142-09 145-04
S3 139-09 141-00 144-28
S4 136-09 138-00 144-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147-05 144-26 2-11 1.6% 0-30 0.6% 79% True False 5,900
10 147-05 142-31 4-06 2.9% 1-04 0.8% 88% True False 12,747
20 147-25 142-31 4-26 3.3% 1-08 0.8% 77% False False 182,737
40 151-28 142-31 8-29 6.1% 1-15 1.0% 41% False False 271,680
60 151-28 142-11 9-17 6.5% 1-15 1.0% 45% False False 280,267
80 151-28 139-19 12-09 8.4% 1-13 0.9% 58% False False 291,946
100 151-28 138-28 13-00 8.9% 1-09 0.9% 60% False False 233,735
120 151-28 135-10 16-18 11.3% 1-09 0.9% 68% False False 194,806
Crabel Price Patterns
NR False
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 0-08
Fibonacci Retracements and Extensions
4.250 150-11
2.618 149-04
1.618 148-12
1.000 147-29
0.618 147-20
HIGH 147-05
0.618 146-28
0.500 146-25
0.382 146-22
LOW 146-13
0.618 145-30
1.000 145-21
1.618 145-06
2.618 144-14
4.250 143-07
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 146-25 146-16
PP 146-24 146-11
S1 146-22 146-06

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

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