ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 163-30 163-15 -0-15 -0.3% 163-15
High 164-24 163-30 -0-26 -0.5% 165-26
Low 163-07 160-31 -2-08 -1.4% 162-19
Close 163-12 161-15 -1-29 -1.2% 165-15
Range 1-17 2-31 1-14 93.9% 3-07
ATR 1-27 1-29 0-03 4.5% 0-00
Volume 171,840 305,867 134,027 78.0% 1,185,008
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 171-01 169-07 163-03
R3 168-02 166-08 162-09
R2 165-03 165-03 162-00
R1 163-09 163-09 161-24 162-22
PP 162-04 162-04 162-04 161-27
S1 160-10 160-10 161-06 159-24
S2 159-05 159-05 160-30
S3 156-06 157-11 160-21
S4 153-07 154-12 159-27
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
5 165-19 160-31 4-20 2.9% 2-02 1.3% 11% False True 245,758
10 165-26 160-31 4-27 3.0% 1-29 1.2% 10% False True 226,004
20 166-21 160-31 5-22 3.5% 1-29 1.2% 9% False True 207,271
40 166-21 154-27 11-26 7.3% 1-25 1.1% 56% False False 227,141
60 171-09 154-27 16-14 10.2% 1-30 1.2% 40% False False 154,118
80 171-09 154-27 16-14 10.2% 1-31 1.2% 40% False False 115,658
100 171-09 152-02 19-07 11.9% 1-27 1.1% 49% False False 92,546
120 171-09 149-05 22-04 13.7% 1-21 1.0% 56% False False 77,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 176-18
2.618 171-23
1.618 168-24
1.000 166-29
0.618 165-25
HIGH 163-30
0.618 162-26
0.500 162-14
0.382 162-03
LOW 160-31
0.618 159-04
1.000 158-00
1.618 156-05
2.618 153-06
4.250 148-11
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 162-14 163-05
PP 162-04 162-19
S1 161-26 162-01

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

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