ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 154-04 155-24 1-20 1.1% 157-22
High 156-09 157-12 1-03 0.7% 158-05
Low 153-00 155-10 2-10 1.5% 153-00
Close 155-31 156-07 0-08 0.2% 156-07
Range 3-09 2-02 -1-07 -37.1% 5-05
ATR 2-02 2-02 0-00 0.0% 0-00
Volume 324,017 309,591 -14,426 -4.5% 1,438,261
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 162-16 161-13 157-11
R3 160-14 159-11 156-25
R2 158-12 158-12 156-19
R1 157-09 157-09 156-13 157-26
PP 156-10 156-10 156-10 156-18
S1 155-07 155-07 156-01 155-24
S2 154-08 154-08 155-27
S3 152-06 153-05 155-21
S4 150-04 151-03 155-03
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 171-08 168-29 159-02
R3 166-03 163-24 157-20
R2 160-30 160-30 157-05
R1 158-19 158-19 156-22 157-06
PP 155-25 155-25 155-25 155-03
S1 153-14 153-14 155-24 152-01
S2 150-20 150-20 155-09
S3 145-15 148-09 154-26
S4 140-10 143-04 153-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-05 153-00 5-05 3.3% 2-08 1.4% 62% False False 287,652
10 163-09 153-00 10-09 6.6% 2-06 1.4% 31% False False 268,285
20 165-26 153-00 12-26 8.2% 2-00 1.3% 25% False False 250,021
40 166-21 153-00 13-21 8.7% 1-28 1.2% 24% False False 221,122
60 166-21 153-00 13-21 8.7% 1-29 1.2% 24% False False 206,343
80 171-09 153-00 18-09 11.7% 2-00 1.3% 18% False False 154,936
100 171-09 153-00 18-09 11.7% 1-30 1.2% 18% False False 123,983
120 171-09 150-00 21-09 13.6% 1-25 1.1% 29% False False 103,332
Crabel Price Patterns
NR True
NR4 False
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 False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166-04
2.618 162-25
1.618 160-23
1.000 159-14
0.618 158-21
HIGH 157-12
0.618 156-19
0.500 156-11
0.382 156-03
LOW 155-10
0.618 154-01
1.000 153-08
1.618 151-31
2.618 149-29
4.250 146-18
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 156-11 155-28
PP 156-10 155-17
S1 156-08 155-06

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

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