ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 161-30 162-16 0-18 0.3% 158-02
High 161-30 162-17 0-19 0.4% 162-17
Low 161-10 162-09 0-31 0.6% 158-02
Close 161-10 162-09 0-31 0.6% 162-09
Range 0-20 0-08 -0-12 -60.0% 4-15
ATR
Volume 22 1 -21 -95.5% 26
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 163-04 162-30 162-13
R3 162-28 162-22 162-11
R2 162-20 162-20 162-10
R1 162-14 162-14 162-10 162-13
PP 162-12 162-12 162-12 162-11
S1 162-06 162-06 162-08 162-05
S2 162-04 162-04 162-08
S3 161-28 161-30 162-07
S4 161-20 161-22 162-05
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 174-12 172-25 164-24
R3 169-29 168-10 163-16
R2 165-14 165-14 163-03
R1 163-27 163-27 162-22 164-20
PP 160-31 160-31 160-31 161-11
S1 159-12 159-12 161-28 160-06
S2 156-16 156-16 161-15
S3 152-01 154-29 161-02
S4 147-18 150-14 159-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162-17 158-02 4-15 2.8% 0-09 0.2% 94% True False 5
10 162-17 154-27 7-22 4.7% 0-05 0.1% 97% True False 3
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 0-00
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163-19
2.618 163-06
1.618 162-30
1.000 162-25
0.618 162-22
HIGH 162-17
0.618 162-14
0.500 162-13
0.382 162-12
LOW 162-09
0.618 162-04
1.000 162-01
1.618 161-28
2.618 161-20
4.250 161-07
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 162-13 162-03
PP 162-12 161-30
S1 162-10 161-24

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

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