ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 152-04 152-03 -0-01 0.0% 151-08
High 153-05 152-31 -0-06 -0.1% 153-06
Low 151-23 152-02 0-11 0.2% 149-02
Close 152-04 152-30 0-26 0.5% 152-00
Range 1-14 0-29 -0-17 -37.0% 4-04
ATR 2-01 1-30 -0-03 -3.9% 0-00
Volume 2,370 748 -1,622 -68.4% 8,072
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 155-12 155-02 153-14
R3 154-15 154-05 153-06
R2 153-18 153-18 153-03
R1 153-08 153-08 153-01 153-13
PP 152-21 152-21 152-21 152-24
S1 152-11 152-11 152-27 152-16
S2 151-24 151-24 152-25
S3 150-27 151-14 152-22
S4 149-30 150-17 152-14
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 163-25 162-01 154-09
R3 159-21 157-29 153-04
R2 155-17 155-17 152-24
R1 153-25 153-25 152-12 154-21
PP 151-13 151-13 151-13 151-28
S1 149-21 149-21 151-20 150-17
S2 147-09 147-09 151-08
S3 143-05 145-17 150-28
S4 139-01 141-13 149-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-06 149-02 4-04 2.7% 1-18 1.0% 94% False False 1,609
10 153-17 149-02 4-15 2.9% 1-28 1.2% 87% False False 4,147
20 157-12 149-02 8-10 5.4% 1-26 1.2% 47% False False 115,888
40 164-24 149-02 15-22 10.3% 2-02 1.4% 25% False False 193,547
60 166-21 149-02 17-19 11.5% 1-31 1.3% 22% False False 196,020
80 166-21 149-02 17-19 11.5% 1-30 1.3% 22% False False 205,844
100 171-09 149-02 22-07 14.5% 1-31 1.3% 17% False False 165,124
120 171-09 149-02 22-07 14.5% 2-00 1.3% 17% False False 137,642
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 156-26
2.618 155-11
1.618 154-14
1.000 153-28
0.618 153-17
HIGH 152-31
0.618 152-20
0.500 152-16
0.382 152-13
LOW 152-02
0.618 151-16
1.000 151-05
1.618 150-19
2.618 149-22
4.250 148-07
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 152-26 152-24
PP 152-21 152-18
S1 152-16 152-12

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

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