ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 157-22 156-16 -1-06 -0.8% 162-25
High 158-05 157-10 -0-27 -0.5% 163-09
Low 156-14 155-12 -1-02 -0.7% 157-14
Close 156-25 156-02 -0-23 -0.5% 157-20
Range 1-23 1-30 0-07 12.7% 5-27
ATR 1-30 1-30 0-00 0.0% 0-00
Volume 213,114 293,094 79,980 37.5% 1,244,598
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 162-02 161-00 157-04
R3 160-04 159-02 156-19
R2 158-06 158-06 156-13
R1 157-04 157-04 156-08 156-22
PP 156-08 156-08 156-08 156-01
S1 155-06 155-06 155-28 154-24
S2 154-10 154-10 155-23
S3 152-12 153-08 155-17
S4 150-14 151-10 155-00
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 176-31 173-05 160-27
R3 171-04 167-10 159-07
R2 165-09 165-09 158-22
R1 161-15 161-15 158-05 160-14
PP 159-14 159-14 159-14 158-30
S1 155-20 155-20 157-03 154-20
S2 153-19 153-19 156-18
S3 147-24 149-25 156-01
S4 141-29 143-30 154-13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-05 155-12 5-25 3.7% 2-02 1.3% 12% False True 274,722
10 163-30 155-12 8-18 5.5% 2-01 1.3% 8% False True 251,875
20 165-26 155-12 10-14 6.7% 1-28 1.2% 7% False True 233,498
40 166-21 155-12 11-09 7.2% 1-26 1.2% 6% False True 218,508
60 166-21 154-27 11-26 7.6% 1-27 1.2% 10% False False 190,870
80 171-09 154-27 16-14 10.5% 1-31 1.3% 7% False False 143,294
100 171-09 154-27 16-14 10.5% 1-29 1.2% 7% False False 114,664
120 171-09 149-26 21-15 13.8% 1-24 1.1% 29% False False 95,565
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 False
Bear Hook False
Bull Hook False
Stretch 0-14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165-18
2.618 162-12
1.618 160-14
1.000 159-08
0.618 158-16
HIGH 157-10
0.618 156-18
0.500 156-11
0.382 156-04
LOW 155-12
0.618 154-06
1.000 153-14
1.618 152-08
2.618 150-10
4.250 147-04
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 156-11 157-19
PP 156-08 157-03
S1 156-05 156-18

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

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