ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 153-08 152-08 -1-00 -0.7% 156-01
High 154-13 153-10 -1-03 -0.7% 156-21
Low 151-28 151-29 0-01 0.0% 151-04
Close 153-00 152-23 -0-09 -0.2% 155-19
Range 2-17 1-13 -1-04 -44.4% 5-17
ATR 2-11 2-09 -0-02 -2.8% 0-00
Volume 321,720 239,241 -82,479 -25.6% 1,588,324
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 156-28 156-06 153-16
R3 155-15 154-25 153-03
R2 154-02 154-02 152-31
R1 153-12 153-12 152-27 153-23
PP 152-21 152-21 152-21 152-26
S1 151-31 151-31 152-19 152-10
S2 151-08 151-08 152-15
S3 149-27 150-18 152-11
S4 148-14 149-05 151-30
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 171-02 168-27 158-20
R3 165-17 163-10 157-04
R2 160-00 160-00 156-19
R1 157-25 157-25 156-03 156-04
PP 154-15 154-15 154-15 153-20
S1 152-08 152-08 155-03 150-19
S2 148-30 148-30 154-19
S3 143-13 146-23 154-02
S4 137-28 141-06 152-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-27 151-28 3-31 2.6% 2-05 1.4% 21% False False 276,847
10 157-12 151-04 6-08 4.1% 2-19 1.7% 26% False False 299,605
20 163-09 151-04 12-05 8.0% 2-09 1.5% 13% False False 275,369
40 166-21 151-04 15-17 10.2% 2-03 1.4% 10% False False 241,320
60 166-21 151-04 15-17 10.2% 1-31 1.3% 10% False False 243,217
80 171-09 151-04 20-05 13.2% 2-00 1.3% 8% False False 184,431
100 171-09 151-04 20-05 13.2% 2-01 1.3% 8% False False 147,600
120 171-09 151-04 20-05 13.2% 1-29 1.3% 8% False False 123,017
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-22
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 159-09
2.618 157-00
1.618 155-19
1.000 154-23
0.618 154-06
HIGH 153-10
0.618 152-25
0.500 152-20
0.382 152-14
LOW 151-29
0.618 151-01
1.000 150-16
1.618 149-20
2.618 148-07
4.250 145-30
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 152-22 153-22
PP 152-21 153-12
S1 152-20 153-02

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

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