ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 164-28 164-21 -0-07 -0.1% 164-02
High 165-07 165-11 0-04 0.1% 166-21
Low 163-21 162-29 -0-24 -0.5% 163-05
Close 164-30 163-08 -1-22 -1.0% 164-18
Range 1-18 2-14 0-28 56.0% 3-16
ATR 1-27 1-29 0-01 2.3% 0-00
Volume 197,039 233,253 36,214 18.4% 754,586
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 171-05 169-20 164-19
R3 168-23 167-06 163-29
R2 166-09 166-09 163-22
R1 164-24 164-24 163-15 164-10
PP 163-27 163-27 163-27 163-19
S1 162-10 162-10 163-01 161-28
S2 161-13 161-13 162-26
S3 158-31 159-28 162-19
S4 156-17 157-14 161-29
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
5 166-21 162-29 3-24 2.3% 2-00 1.2% 9% False True 175,113
10 166-21 162-08 4-13 2.7% 2-00 1.2% 23% False False 193,486
20 166-21 158-19 8-02 4.9% 1-24 1.1% 58% False False 198,264
40 166-21 154-27 11-26 7.2% 1-28 1.1% 71% False False 180,251
60 171-09 154-27 16-14 10.1% 2-01 1.2% 51% False False 120,387
80 171-09 154-27 16-14 10.1% 1-30 1.2% 51% False False 90,333
100 171-09 150-00 21-09 13.0% 1-24 1.1% 62% False False 72,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 175-22
2.618 171-23
1.618 169-09
1.000 167-25
0.618 166-27
HIGH 165-11
0.618 164-13
0.500 164-04
0.382 163-27
LOW 162-29
0.618 161-13
1.000 160-15
1.618 158-31
2.618 156-17
4.250 152-18
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 164-04 164-04
PP 163-27 163-27
S1 163-17 163-17

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

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