ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 147-26 150-13 2-19 1.8% 149-21
High 150-16 151-22 1-06 0.8% 151-22
Low 147-17 149-31 2-14 1.7% 147-16
Close 150-11 150-15 0-04 0.1% 150-15
Range 2-31 1-23 -1-08 -42.1% 4-06
ATR 2-02 2-02 -0-01 -1.2% 0-00
Volume 314,170 240,854 -73,316 -23.3% 1,166,800
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 155-28 154-28 151-13
R3 154-05 153-05 150-30
R2 152-14 152-14 150-25
R1 151-14 151-14 150-20 151-30
PP 150-23 150-23 150-23 150-30
S1 149-23 149-23 150-10 150-07
S2 149-00 149-00 150-05
S3 147-09 148-00 150-00
S4 145-18 146-09 149-17
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 162-14 160-21 152-25
R3 158-08 156-15 151-20
R2 154-02 154-02 151-08
R1 152-09 152-09 150-27 153-06
PP 149-28 149-28 149-28 150-11
S1 148-03 148-03 150-03 149-00
S2 145-22 145-22 149-22
S3 141-16 143-29 149-10
S4 137-10 139-23 148-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-22 147-16 4-06 2.8% 1-27 1.2% 71% True False 233,360
10 155-14 147-16 7-30 5.3% 2-07 1.5% 37% False False 260,058
20 155-27 147-16 8-11 5.5% 2-00 1.3% 36% False False 186,779
40 164-00 147-16 16-16 11.0% 2-00 1.3% 18% False False 93,991
60 165-07 147-16 17-23 11.8% 1-21 1.1% 17% False False 62,669
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 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159-00
2.618 156-06
1.618 154-15
1.000 153-13
0.618 152-24
HIGH 151-22
0.618 151-01
0.500 150-26
0.382 150-20
LOW 149-31
0.618 148-29
1.000 148-08
1.618 147-06
2.618 145-15
4.250 142-21
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 150-26 150-06
PP 150-23 149-28
S1 150-19 149-19

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

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