ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 166-00 165-24 -0-08 -0.2% 164-02
High 166-21 165-26 -0-27 -0.5% 166-21
Low 164-09 163-16 -0-25 -0.5% 163-05
Close 164-18 163-24 -0-26 -0.5% 164-18
Range 2-12 2-10 -0-02 -2.6% 3-16
ATR 1-28 1-29 0-01 1.6% 0-00
Volume 168,626 111,639 -56,987 -33.8% 754,586
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 171-09 169-27 165-01
R3 168-31 167-17 164-12
R2 166-21 166-21 164-06
R1 165-07 165-07 163-31 164-25
PP 164-11 164-11 164-11 164-04
S1 162-29 162-29 163-17 162-15
S2 162-01 162-01 163-10
S3 159-23 160-19 163-04
S4 157-13 158-09 162-15
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 175-09 173-14 166-16
R3 171-25 169-30 165-17
R2 168-09 168-09 165-07
R1 166-14 166-14 164-28 167-12
PP 164-25 164-25 164-25 165-08
S1 162-30 162-30 164-08 163-28
S2 161-09 161-09 163-29
S3 157-25 159-14 163-19
S4 154-09 155-30 162-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 166-21 163-05 3-16 2.1% 1-29 1.2% 17% False False 173,245
10 166-21 162-08 4-13 2.7% 1-28 1.1% 34% False False 187,496
20 166-21 155-15 11-06 6.8% 1-24 1.1% 74% False False 205,704
40 166-21 154-27 11-26 7.2% 1-28 1.1% 75% False False 165,443
60 171-09 154-27 16-14 10.0% 2-00 1.2% 54% False False 110,483
80 171-09 154-20 16-21 10.2% 1-29 1.2% 55% False False 82,895
100 171-09 149-26 21-15 13.1% 1-23 1.0% 65% False False 66,329
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 0-13
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 175-20
2.618 171-28
1.618 169-18
1.000 168-04
0.618 167-08
HIGH 165-26
0.618 164-30
0.500 164-21
0.382 164-12
LOW 163-16
0.618 162-02
1.000 161-06
1.618 159-24
2.618 157-14
4.250 153-22
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 164-21 165-02
PP 164-11 164-20
S1 164-02 164-06

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

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