ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 162-07 162-07 0-00 0.0% 161-15
High 163-01 163-04 0-03 0.1% 161-31
Low 161-20 161-09 -0-11 -0.2% 158-26
Close 162-18 161-29 -0-21 -0.4% 159-01
Range 1-13 1-27 0-14 31.1% 3-05
ATR 2-05 2-04 -0-01 -1.0% 0-00
Volume 348,449 271,283 -77,166 -22.1% 25,187
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 167-20 166-20 162-29
R3 165-25 164-25 162-13
R2 163-30 163-30 162-08
R1 162-30 162-30 162-02 162-16
PP 162-03 162-03 162-03 161-29
S1 161-03 161-03 161-24 160-22
S2 160-08 160-08 161-18
S3 158-13 159-08 161-13
S4 156-18 157-13 160-29
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 169-13 167-12 160-25
R3 166-08 164-07 159-29
R2 163-03 163-03 159-20
R1 161-02 161-02 159-10 160-16
PP 159-30 159-30 159-30 159-21
S1 157-29 157-29 158-24 157-11
S2 156-25 156-25 158-14
S3 153-20 154-24 158-05
S4 150-15 151-19 157-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-04 158-26 4-10 2.7% 2-02 1.3% 72% True False 149,196
10 163-28 158-26 5-02 3.1% 2-04 1.3% 61% False False 76,972
20 171-09 158-26 12-15 7.7% 2-03 1.3% 25% False False 39,003
40 171-09 158-15 12-26 7.9% 2-05 1.3% 27% False False 19,664
60 171-09 152-02 19-07 11.9% 1-29 1.2% 51% False False 13,140
80 171-09 149-05 22-04 13.7% 1-19 1.0% 58% False False 9,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170-31
2.618 167-30
1.618 166-03
1.000 164-31
0.618 164-08
HIGH 163-04
0.618 162-13
0.500 162-06
0.382 162-00
LOW 161-09
0.618 160-05
1.000 159-14
1.618 158-10
2.618 156-15
4.250 153-14
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 162-06 161-24
PP 162-03 161-19
S1 162-00 161-14

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

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