ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 164-02 163-23 -0-11 -0.2% 164-07
High 164-11 164-05 -0-06 -0.1% 165-27
Low 163-08 163-05 -0-03 -0.1% 162-08
Close 163-15 163-28 0-13 0.2% 164-13
Range 1-03 1-00 -0-03 -8.6% 3-19
ATR 1-27 1-25 -0-02 -3.2% 0-00
Volume 147,179 208,298 61,119 41.5% 1,008,741
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 166-23 166-10 164-14
R3 165-23 165-10 164-05
R2 164-23 164-23 164-02
R1 164-10 164-10 163-31 164-16
PP 163-23 163-23 163-23 163-27
S1 163-10 163-10 163-25 163-16
S2 162-23 162-23 163-22
S3 161-23 162-10 163-19
S4 160-23 161-10 163-10
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 174-30 173-09 166-12
R3 171-11 169-22 165-13
R2 167-24 167-24 165-02
R1 166-03 166-03 164-24 166-30
PP 164-05 164-05 164-05 164-19
S1 162-16 162-16 164-02 163-10
S2 160-18 160-18 163-24
S3 156-31 158-29 163-13
S4 153-12 155-10 162-14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-27 162-08 3-19 2.2% 1-23 1.0% 45% False False 202,516
10 165-27 161-10 4-17 2.8% 1-21 1.0% 57% False False 204,226
20 165-27 154-27 11-00 6.7% 1-23 1.0% 82% False False 222,539
40 169-18 154-27 14-23 9.0% 1-28 1.1% 61% False False 152,740
60 171-09 154-27 16-14 10.0% 2-00 1.2% 55% False False 101,986
80 171-09 152-23 18-18 11.3% 1-28 1.1% 60% False False 76,515
100 171-09 149-05 22-04 13.5% 1-21 1.0% 67% False False 61,222
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 168-13
2.618 166-25
1.618 165-25
1.000 165-05
0.618 164-25
HIGH 164-05
0.618 163-25
0.500 163-21
0.382 163-17
LOW 163-05
0.618 162-17
1.000 162-05
1.618 161-17
2.618 160-17
4.250 158-29
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 163-26 163-24
PP 163-23 163-20
S1 163-21 163-16

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

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