ECBOT 30 Year Treasury Bond Future June 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 152-15 152-05 -0-10 -0.2% 152-04
High 153-03 153-19 0-16 0.3% 153-19
Low 151-00 152-04 1-04 0.7% 151-00
Close 151-08 153-19 2-11 1.5% 153-19
Range 2-03 1-15 -0-20 -29.9% 2-19
ATR 1-30 1-31 0-01 1.5% 0-00
Volume 3,401 851 -2,550 -75.0% 8,472
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 157-16 157-01 154-13
R3 156-01 155-18 154-00
R2 154-18 154-18 153-28
R1 154-03 154-03 153-23 154-10
PP 153-03 153-03 153-03 153-07
S1 152-20 152-20 153-15 152-28
S2 151-20 151-20 153-10
S3 150-05 151-05 153-06
S4 148-22 149-22 152-25
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 160-16 159-21 155-01
R3 157-29 157-02 154-10
R2 155-10 155-10 154-02
R1 154-15 154-15 153-27 154-28
PP 152-23 152-23 152-23 152-30
S1 151-28 151-28 153-11 152-10
S2 150-04 150-04 153-04
S3 147-17 149-09 152-28
S4 144-30 146-22 152-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-19 151-00 2-19 1.7% 1-17 1.0% 100% True False 1,694
10 153-19 149-02 4-17 3.0% 1-20 1.0% 100% True False 1,654
20 157-12 149-02 8-10 5.4% 1-26 1.2% 55% False False 75,943
40 163-09 149-02 14-07 9.3% 2-02 1.3% 32% False False 175,110
60 166-21 149-02 17-19 11.5% 2-00 1.3% 26% False False 187,186
80 166-21 149-02 17-19 11.5% 1-30 1.3% 26% False False 200,084
100 171-09 149-02 22-07 14.5% 1-31 1.3% 20% False False 165,160
120 171-09 149-02 22-07 14.5% 2-00 1.3% 20% False False 137,684
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159-27
2.618 157-14
1.618 155-31
1.000 155-02
0.618 154-16
HIGH 153-19
0.618 153-01
0.500 152-28
0.382 152-22
LOW 152-04
0.618 151-07
1.000 150-21
1.618 149-24
2.618 148-09
4.250 145-28
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 153-11 153-05
PP 153-03 152-23
S1 152-28 152-10

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

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