ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 153-00 152-15 -0-17 -0.3% 151-08
High 153-00 153-03 0-03 0.1% 153-06
Low 151-10 151-00 -0-10 -0.2% 149-02
Close 152-18 151-08 -1-10 -0.9% 152-00
Range 1-22 2-03 0-13 24.1% 4-04
ATR 1-30 1-30 0-00 0.6% 0-00
Volume 1,102 3,401 2,299 208.6% 8,072
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 158-02 156-24 152-13
R3 155-31 154-21 151-26
R2 153-28 153-28 151-20
R1 152-18 152-18 151-14 152-06
PP 151-25 151-25 151-25 151-19
S1 150-15 150-15 151-02 150-02
S2 149-22 149-22 150-28
S3 147-19 148-12 150-22
S4 145-16 146-09 150-03
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
5 153-06 151-00 2-06 1.4% 1-17 1.0% 11% False True 1,705
10 153-06 149-02 4-04 2.7% 1-22 1.1% 53% False False 2,214
20 157-12 149-02 8-10 5.5% 1-26 1.2% 26% False False 88,065
40 163-09 149-02 14-07 9.4% 2-02 1.4% 15% False False 181,717
60 166-21 149-02 17-19 11.6% 2-00 1.3% 12% False False 190,235
80 166-21 149-02 17-19 11.6% 1-29 1.3% 12% False False 204,429
100 171-09 149-02 22-07 14.7% 1-31 1.3% 10% False False 165,158
120 171-09 149-02 22-07 14.7% 2-00 1.3% 10% False False 137,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 162-00
2.618 158-18
1.618 156-15
1.000 155-06
0.618 154-12
HIGH 153-03
0.618 152-09
0.500 152-02
0.382 151-26
LOW 151-00
0.618 149-23
1.000 148-29
1.618 147-20
2.618 145-17
4.250 142-03
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 152-02 152-02
PP 151-25 151-25
S1 151-16 151-16

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

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