ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 161-15 162-00 0-17 0.3% 159-08
High 162-01 162-05 0-04 0.1% 163-04
Low 161-00 159-10 -1-22 -1.0% 159-03
Close 161-27 159-22 -2-05 -1.3% 161-27
Range 1-01 2-27 1-26 175.8% 4-01
ATR 2-01 2-03 0-02 2.8% 0-00
Volume 343,481 264,285 -79,196 -23.1% 1,080,887
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 168-29 167-05 161-08
R3 166-02 164-10 160-15
R2 163-07 163-07 160-07
R1 161-15 161-15 159-30 160-30
PP 160-12 160-12 160-12 160-04
S1 158-20 158-20 159-14 158-02
S2 157-17 157-17 159-05
S3 154-22 155-25 158-29
S4 151-27 152-30 158-04
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 173-14 171-22 164-02
R3 169-13 167-21 162-30
R2 165-12 165-12 162-19
R1 163-20 163-20 162-07 164-16
PP 161-11 161-11 161-11 161-26
S1 159-19 159-19 161-15 160-15
S2 157-10 157-10 161-03
S3 153-09 155-18 160-24
S4 149-08 151-17 159-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-04 159-10 3-26 2.4% 2-00 1.3% 10% False True 262,916
10 163-04 158-26 4-10 2.7% 2-03 1.3% 20% False False 137,035
20 171-04 158-26 12-10 7.7% 2-02 1.3% 7% False False 69,305
40 171-09 158-26 12-15 7.8% 2-06 1.4% 7% False False 34,850
60 171-09 152-02 19-07 12.0% 1-30 1.2% 40% False False 23,265
80 171-09 149-05 22-04 13.9% 1-20 1.0% 48% False False 17,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 174-08
2.618 169-19
1.618 166-24
1.000 165-00
0.618 163-29
HIGH 162-05
0.618 161-02
0.500 160-24
0.382 160-13
LOW 159-10
0.618 157-18
1.000 156-15
1.618 154-23
2.618 151-28
4.250 147-07
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 160-24 161-07
PP 160-12 160-23
S1 160-01 160-06

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

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