ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 164-29 163-30 -0-31 -0.6% 163-15
High 165-11 164-24 -0-19 -0.4% 165-26
Low 163-20 163-07 -0-13 -0.2% 162-19
Close 163-25 163-12 -0-13 -0.2% 165-15
Range 1-23 1-17 -0-06 -10.9% 3-07
ATR 1-27 1-27 -0-01 -1.2% 0-00
Volume 192,775 171,840 -20,935 -10.9% 1,185,008
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 168-12 167-13 164-07
R3 166-27 165-28 163-25
R2 165-10 165-10 163-21
R1 164-11 164-11 163-16 164-02
PP 163-25 163-25 163-25 163-20
S1 162-26 162-26 163-08 162-17
S2 162-08 162-08 163-03
S3 160-23 161-09 162-31
S4 159-06 159-24 162-17
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 174-09 173-03 167-08
R3 171-02 169-28 166-11
R2 167-27 167-27 166-02
R1 166-21 166-21 165-24 167-08
PP 164-20 164-20 164-20 164-30
S1 163-14 163-14 165-06 164-01
S2 161-13 161-13 164-28
S3 158-06 160-07 164-19
S4 154-31 157-00 163-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-19 163-03 2-16 1.5% 1-23 1.1% 11% False False 227,034
10 165-26 162-19 3-07 2.0% 1-24 1.1% 24% False False 215,121
20 166-21 162-08 4-13 2.7% 1-27 1.1% 26% False False 201,783
40 166-21 154-27 11-26 7.2% 1-25 1.1% 72% False False 221,672
60 171-09 154-27 16-14 10.1% 1-29 1.2% 52% False False 149,028
80 171-09 154-27 16-14 10.1% 1-30 1.2% 52% False False 111,837
100 171-09 151-20 19-21 12.0% 1-26 1.1% 60% False False 89,488
120 171-09 149-05 22-04 13.5% 1-20 1.0% 64% False False 74,576
Crabel Price Patterns
NR True
NR4 True
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 True
Bear Hook False
Bull Hook False
Stretch 0-14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 171-08
2.618 168-24
1.618 167-07
1.000 166-09
0.618 165-22
HIGH 164-24
0.618 164-05
0.500 164-00
0.382 163-26
LOW 163-07
0.618 162-09
1.000 161-22
1.618 160-24
2.618 159-07
4.250 156-23
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 164-00 164-13
PP 163-25 164-02
S1 163-18 163-23

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

View Archives - Comment on this page... - Back to Index of Symbols