ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 155-24 156-01 0-09 0.2% 157-22
High 157-12 156-21 -0-23 -0.5% 158-05
Low 155-10 152-26 -2-16 -1.6% 153-00
Close 156-07 153-06 -3-01 -1.9% 156-07
Range 2-02 3-27 1-25 86.4% 5-05
ATR 2-02 2-06 0-04 6.2% 0-00
Volume 309,591 246,862 -62,729 -20.3% 1,438,261
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 165-24 163-10 155-10
R3 161-29 159-15 154-08
R2 158-02 158-02 153-29
R1 155-20 155-20 153-17 154-30
PP 154-07 154-07 154-07 153-28
S1 151-25 151-25 152-27 151-02
S2 150-12 150-12 152-15
S3 146-17 147-30 152-04
S4 142-22 144-03 151-02
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
5 157-12 152-26 4-18 3.0% 2-22 1.8% 8% False True 294,401
10 163-01 152-26 10-07 6.7% 2-14 1.6% 4% False True 278,178
20 165-26 152-26 13-00 8.5% 2-04 1.4% 3% False True 254,153
40 166-21 152-26 13-27 9.0% 1-30 1.3% 3% False True 222,413
60 166-21 152-26 13-27 9.0% 1-30 1.3% 3% False True 210,391
80 171-09 152-26 18-15 12.1% 2-01 1.3% 2% False True 158,020
100 171-09 152-26 18-15 12.1% 1-31 1.3% 2% False True 126,451
120 171-09 150-00 21-09 13.9% 1-26 1.2% 15% False False 105,389
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 0-16
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 173-00
2.618 166-23
1.618 162-28
1.000 160-16
0.618 159-01
HIGH 156-21
0.618 155-06
0.500 154-24
0.382 154-09
LOW 152-26
0.618 150-14
1.000 148-31
1.618 146-19
2.618 142-24
4.250 136-15
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 154-24 155-03
PP 154-07 154-15
S1 153-22 153-26

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

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