ECBOT 30 Year Treasury Bond Future June 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 161-15 159-14 -2-01 -1.3% 164-16
High 161-31 160-22 -1-09 -0.8% 165-03
Low 159-00 158-26 -0-06 -0.1% 161-15
Close 159-06 160-03 0-29 0.6% 161-28
Range 2-31 1-28 -1-03 -36.8% 3-20
ATR 2-07 2-06 -0-01 -1.1% 0-00
Volume 2,703 6,000 3,297 122.0% 10,775
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 165-16 164-21 161-04
R3 163-20 162-25 160-20
R2 161-24 161-24 160-14
R1 160-29 160-29 160-08 161-10
PP 159-28 159-28 159-28 160-02
S1 159-01 159-01 159-30 159-14
S2 158-00 158-00 159-24
S3 156-04 157-05 159-18
S4 154-08 155-09 159-02
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 173-22 171-13 163-28
R3 170-02 167-25 162-28
R2 166-14 166-14 162-17
R1 164-05 164-05 162-07 163-16
PP 162-26 162-26 162-26 162-15
S1 160-17 160-17 161-17 159-28
S2 159-06 159-06 161-07
S3 155-18 156-29 160-28
S4 151-30 153-09 159-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-28 158-26 5-02 3.2% 2-02 1.3% 25% False True 3,401
10 168-11 158-26 9-17 6.0% 2-04 1.3% 13% False True 2,175
20 171-09 158-26 12-15 7.8% 2-06 1.4% 10% False True 1,449
40 171-09 156-08 15-01 9.4% 2-02 1.3% 26% False False 832
60 171-09 150-16 20-25 13.0% 1-25 1.1% 46% False False 584
80 171-09 149-05 22-04 13.8% 1-16 0.9% 49% False False 463
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 0-19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 168-21
2.618 165-19
1.618 163-23
1.000 162-18
0.618 161-27
HIGH 160-22
0.618 159-31
0.500 159-24
0.382 159-17
LOW 158-26
0.618 157-21
1.000 156-30
1.618 155-25
2.618 153-29
4.250 150-27
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 159-31 161-04
PP 159-28 160-25
S1 159-24 160-14

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

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