ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 158-15 159-13 0-30 0.6% 162-00
High 159-24 160-26 1-02 0.7% 162-05
Low 158-01 159-00 0-31 0.6% 154-27
Close 159-17 159-22 0-05 0.1% 155-20
Range 1-23 1-26 0-03 5.5% 7-10
ATR 2-01 2-00 0-00 -0.7% 0-00
Volume 289,101 292,123 3,022 1.0% 1,386,290
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 165-09 164-09 160-22
R3 163-15 162-15 160-06
R2 161-21 161-21 160-01
R1 160-21 160-21 159-27 161-05
PP 159-27 159-27 159-27 160-02
S1 158-27 158-27 159-17 159-11
S2 158-01 158-01 159-11
S3 156-07 157-01 159-06
S4 154-13 155-07 158-22
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
5 160-26 154-27 5-31 3.7% 2-11 1.5% 81% True False 284,307
10 162-05 154-27 7-10 4.6% 1-28 1.2% 66% False False 276,599
20 163-28 154-27 9-01 5.7% 2-00 1.2% 54% False False 176,786
40 171-09 154-27 16-14 10.3% 2-05 1.3% 29% False False 88,750
60 171-09 154-27 16-14 10.3% 2-00 1.2% 29% False False 59,224
80 171-09 150-00 21-09 13.3% 1-24 1.1% 46% False False 44,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 168-16
2.618 165-18
1.618 163-24
1.000 162-20
0.618 161-30
HIGH 160-26
0.618 160-04
0.500 159-29
0.382 159-22
LOW 159-00
0.618 157-28
1.000 157-06
1.618 156-02
2.618 154-08
4.250 151-10
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 159-29 159-11
PP 159-27 159-00
S1 159-24 158-22

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

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