ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 161-17 163-23 2-06 1.4% 155-19
High 164-04 164-07 0-03 0.1% 160-26
Low 161-10 162-24 1-14 0.9% 155-15
Close 163-04 163-06 0-02 0.0% 159-19
Range 2-26 1-15 -1-11 -47.8% 5-11
ATR 1-31 1-30 -0-01 -1.8% 0-00
Volume 289,581 237,022 -52,559 -18.2% 1,231,425
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 167-25 166-31 164-00
R3 166-10 165-16 163-19
R2 164-27 164-27 163-15
R1 164-01 164-01 163-10 163-22
PP 163-12 163-12 163-12 163-07
S1 162-18 162-18 163-02 162-08
S2 161-29 161-29 162-29
S3 160-14 161-03 162-25
S4 158-31 159-20 162-12
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 174-21 172-15 162-17
R3 169-10 167-04 161-02
R2 163-31 163-31 160-18
R1 161-25 161-25 160-03 162-28
PP 158-20 158-20 158-20 159-06
S1 156-14 156-14 159-03 157-17
S2 153-09 153-09 158-20
S3 147-30 151-03 158-04
S4 142-19 145-24 156-21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-07 158-19 5-20 3.4% 1-21 1.0% 82% True False 210,289
10 164-07 154-27 9-12 5.7% 2-00 1.2% 89% True False 247,298
20 164-07 154-27 9-12 5.7% 1-28 1.1% 89% True False 228,171
40 171-09 154-27 16-14 10.1% 2-00 1.2% 51% False False 115,004
60 171-09 154-27 16-14 10.1% 2-00 1.2% 51% False False 76,740
80 171-09 150-23 20-18 12.6% 1-26 1.1% 61% False False 57,578
100 171-09 149-05 22-04 13.6% 1-18 1.0% 63% False False 46,068
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170-15
2.618 168-02
1.618 166-19
1.000 165-22
0.618 165-04
HIGH 164-07
0.618 163-21
0.500 163-16
0.382 163-10
LOW 162-24
0.618 161-27
1.000 161-09
1.618 160-12
2.618 158-29
4.250 156-16
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 163-16 162-29
PP 163-12 162-20
S1 163-09 162-12

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

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