ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 159-20 158-28 -0-24 -0.5% 159-08
High 159-25 159-11 -0-14 -0.3% 163-04
Low 158-23 158-16 -0-07 -0.1% 159-03
Close 158-28 158-25 -0-03 -0.1% 161-27
Range 1-02 0-27 -0-07 -20.6% 4-01
ATR 2-01 1-30 -0-03 -4.2% 0-00
Volume 274,555 222,718 -51,837 -18.9% 1,080,887
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 161-13 160-30 159-08
R3 160-18 160-03 159-00
R2 159-23 159-23 158-30
R1 159-08 159-08 158-27 159-02
PP 158-28 158-28 158-28 158-25
S1 158-13 158-13 158-23 158-07
S2 158-01 158-01 158-20
S3 157-06 157-18 158-18
S4 156-11 156-23 158-10
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
5 163-04 158-16 4-20 2.9% 1-17 1.0% 6% False True 275,264
10 163-04 158-16 4-20 2.9% 1-25 1.1% 6% False True 185,892
20 168-11 158-16 9-27 6.2% 1-31 1.2% 3% False True 94,034
40 171-09 158-16 12-25 8.0% 2-04 1.3% 2% False True 47,273
60 171-09 152-23 18-18 11.7% 1-29 1.2% 33% False False 31,550
80 171-09 149-05 22-04 13.9% 1-21 1.0% 44% False False 23,676
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 162-30
2.618 161-18
1.618 160-23
1.000 160-06
0.618 159-28
HIGH 159-11
0.618 159-01
0.500 158-30
0.382 158-26
LOW 158-16
0.618 157-31
1.000 157-21
1.618 157-04
2.618 156-09
4.250 154-29
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 158-30 160-10
PP 158-28 159-26
S1 158-26 159-10

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

View Archives - Comment on this page... - Back to Index of Symbols