ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 150-23 151-22 0-31 0.6% 149-21
High 151-23 151-28 0-05 0.1% 151-22
Low 150-15 149-18 -0-29 -0.6% 147-16
Close 151-16 151-03 -0-13 -0.3% 150-15
Range 1-08 2-10 1-02 85.0% 4-06
ATR 1-31 2-00 0-01 1.3% 0-00
Volume 187,155 260,957 73,802 39.4% 1,166,800
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 157-25 156-24 152-12
R3 155-15 154-14 151-23
R2 153-05 153-05 151-17
R1 152-04 152-04 151-10 151-16
PP 150-27 150-27 150-27 150-17
S1 149-26 149-26 150-28 149-06
S2 148-17 148-17 150-21
S3 146-07 147-16 150-15
S4 143-29 145-06 149-26
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
5 151-28 147-17 4-11 2.9% 1-31 1.3% 82% True False 240,464
10 151-28 147-16 4-12 2.9% 1-31 1.3% 82% True False 242,908
20 155-27 147-16 8-11 5.5% 1-29 1.3% 43% False False 217,928
40 162-02 147-16 14-18 9.6% 2-01 1.3% 25% False False 110,170
60 165-07 147-16 17-23 11.7% 1-24 1.1% 20% False False 73,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161-22
2.618 157-30
1.618 155-20
1.000 154-06
0.618 153-10
HIGH 151-28
0.618 151-00
0.500 150-23
0.382 150-14
LOW 149-18
0.618 148-04
1.000 147-08
1.618 145-26
2.618 143-16
4.250 139-24
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 150-31 150-31
PP 150-27 150-27
S1 150-23 150-23

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

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