ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 164-15 164-13 -0-02 0.0% 165-24
High 165-03 164-30 -0-05 -0.1% 165-26
Low 163-26 163-03 -0-23 -0.4% 162-29
Close 164-03 164-04 0-01 0.0% 163-16
Range 1-09 1-27 0-18 43.9% 2-29
ATR 1-26 1-26 0-00 0.1% 0-00
Volume 212,247 290,535 78,288 36.9% 878,241
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 169-19 168-22 165-04
R3 167-24 166-27 164-20
R2 165-29 165-29 164-15
R1 165-00 165-00 164-09 164-17
PP 164-02 164-02 164-02 163-26
S1 163-05 163-05 163-31 162-22
S2 162-07 162-07 163-25
S3 160-12 161-10 163-20
S4 158-17 159-15 163-04
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 172-25 171-02 165-03
R3 169-28 168-05 164-10
R2 166-31 166-31 164-01
R1 165-08 165-08 163-25 164-21
PP 164-02 164-02 164-02 163-25
S1 162-11 162-11 163-07 161-24
S2 161-05 161-05 162-31
S3 158-08 159-14 162-22
S4 155-11 156-17 161-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-26 162-19 3-07 2.0% 1-20 1.0% 48% False False 217,706
10 166-21 162-19 4-02 2.5% 1-26 1.1% 38% False False 196,410
20 166-21 162-08 4-13 2.7% 1-23 1.1% 43% False False 197,363
40 166-21 154-27 11-26 7.2% 1-26 1.1% 79% False False 207,039
60 171-09 154-27 16-14 10.0% 1-30 1.2% 56% False False 138,509
80 171-09 154-27 16-14 10.0% 1-30 1.2% 56% False False 103,935
100 171-09 150-16 20-25 12.7% 1-25 1.1% 66% False False 83,166
120 171-09 149-05 22-04 13.5% 1-19 1.0% 68% False False 69,322
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 True
Bear Hook False
Bull Hook False
Stretch 0-13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 172-25
2.618 169-24
1.618 167-29
1.000 166-25
0.618 166-02
HIGH 164-30
0.618 164-07
0.500 164-00
0.382 163-26
LOW 163-03
0.618 161-31
1.000 161-08
1.618 160-04
2.618 158-09
4.250 155-08
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 164-03 164-14
PP 164-02 164-11
S1 164-00 164-08

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

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