ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 152-08 152-25 0-17 0.3% 156-01
High 153-10 154-15 1-05 0.8% 156-21
Low 151-29 152-19 0-22 0.5% 151-04
Close 152-23 154-13 1-22 1.1% 155-19
Range 1-13 1-28 0-15 33.3% 5-17
ATR 2-09 2-08 -0-01 -1.2% 0-00
Volume 239,241 243,297 4,056 1.7% 1,588,324
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 159-14 158-26 155-14
R3 157-18 156-30 154-30
R2 155-22 155-22 154-24
R1 155-02 155-02 154-18 155-12
PP 153-26 153-26 153-26 154-00
S1 153-06 153-06 154-08 153-16
S2 151-30 151-30 154-02
S3 150-02 151-10 153-28
S4 148-06 149-14 153-12
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% 2-06 1.4% 64% False False 256,395
10 157-12 151-04 6-08 4.0% 2-15 1.6% 53% False False 291,533
20 163-09 151-04 12-05 7.9% 2-10 1.5% 27% False False 274,277
40 166-21 151-04 15-17 10.1% 2-03 1.4% 21% False False 242,808
60 166-21 151-04 15-17 10.1% 1-31 1.3% 21% False False 241,465
80 171-09 151-04 20-05 13.1% 2-00 1.3% 16% False False 187,464
100 171-09 151-04 20-05 13.1% 2-01 1.3% 16% False False 150,032
120 171-09 151-04 20-05 13.1% 1-30 1.2% 16% False False 125,042
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 0-18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162-14
2.618 159-12
1.618 157-16
1.000 156-11
0.618 155-20
HIGH 154-15
0.618 153-24
0.500 153-17
0.382 153-10
LOW 152-19
0.618 151-14
1.000 150-23
1.618 149-18
2.618 147-22
4.250 144-20
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 154-04 154-00
PP 153-26 153-19
S1 153-17 153-06

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

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