ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 159-10 158-01 -1-09 -0.8% 163-12
High 159-17 158-15 -1-02 -0.7% 163-14
Low 157-10 156-25 -0-17 -0.3% 159-22
Close 158-11 158-01 -0-10 -0.2% 161-01
Range 2-07 1-22 -0-17 -23.9% 3-24
ATR 1-16 1-17 0-00 0.8% 0-00
Volume 411 323 -88 -21.4% 338
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 162-26 162-04 158-31
R3 161-04 160-14 158-16
R2 159-14 159-14 158-11
R1 158-24 158-24 158-06 158-28
PP 157-24 157-24 157-24 157-26
S1 157-02 157-02 157-28 157-06
S2 156-02 156-02 157-23
S3 154-12 155-12 157-18
S4 152-22 153-22 157-03
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 172-20 170-19 163-03
R3 168-28 166-27 162-02
R2 165-04 165-04 161-23
R1 163-03 163-03 161-12 162-08
PP 161-12 161-12 161-12 160-31
S1 159-11 159-11 160-22 158-16
S2 157-20 157-20 160-11
S3 153-28 155-19 160-00
S4 150-04 151-27 158-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 161-17 156-25 4-24 3.0% 1-21 1.1% 26% False True 235
10 164-00 156-25 7-07 4.6% 1-17 1.0% 17% False True 151
20 165-07 156-25 8-14 5.3% 1-11 0.8% 15% False True 88
40 165-07 153-24 11-15 7.3% 0-30 0.6% 37% False False 51
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165-20
2.618 162-28
1.618 161-06
1.000 160-05
0.618 159-16
HIGH 158-15
0.618 157-26
0.500 157-20
0.382 157-14
LOW 156-25
0.618 155-24
1.000 155-03
1.618 154-02
2.618 152-12
4.250 149-20
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 157-29 158-28
PP 157-24 158-19
S1 157-20 158-10

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

View Archives - Comment on this page... - Back to Index of Symbols