ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 158-24 158-18 -0-06 -0.1% 162-00
High 159-10 159-07 -0-03 -0.1% 162-05
Low 158-04 154-27 -3-09 -2.1% 154-27
Close 158-28 155-20 -3-08 -2.0% 155-20
Range 1-06 4-12 3-06 268.4% 7-10
ATR 1-28 2-02 0-06 9.4% 0-00
Volume 239,417 385,315 145,898 60.9% 1,386,290
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 169-22 167-01 158-01
R3 165-10 162-21 156-26
R2 160-30 160-30 156-14
R1 158-09 158-09 156-01 157-14
PP 156-18 156-18 156-18 156-04
S1 153-29 153-29 155-07 153-02
S2 152-06 152-06 154-26
S3 147-26 149-17 154-14
S4 143-14 145-05 153-07
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 179-15 174-28 159-21
R3 172-05 167-18 157-20
R2 164-27 164-27 156-31
R1 160-08 160-08 156-09 158-28
PP 157-17 157-17 157-17 156-28
S1 152-30 152-30 154-31 151-18
S2 150-07 150-07 154-09
S3 142-29 145-20 153-20
S4 135-19 138-10 151-19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162-05 154-27 7-10 4.7% 2-02 1.3% 11% False True 277,258
10 163-04 154-27 8-09 5.3% 1-30 1.3% 9% False True 246,717
20 166-16 154-27 11-21 7.5% 2-00 1.3% 7% False True 125,181
40 171-09 154-27 16-14 10.6% 2-04 1.4% 5% False True 62,873
60 171-09 154-20 16-21 10.7% 1-31 1.3% 6% False False 41,958
80 171-09 149-26 21-15 13.8% 1-22 1.1% 27% False False 31,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Widest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 177-26
2.618 170-22
1.618 166-10
1.000 163-19
0.618 161-30
HIGH 159-07
0.618 157-18
0.500 157-01
0.382 156-16
LOW 154-27
0.618 152-04
1.000 150-15
1.618 147-24
2.618 143-12
4.250 136-08
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 157-01 157-03
PP 156-18 156-19
S1 156-03 156-04

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

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