ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 149-19 148-27 -0-24 -0.5% 150-20
High 149-23 149-31 0-08 0.2% 152-06
Low 148-05 148-25 0-20 0.4% 149-06
Close 148-26 149-27 1-01 0.7% 151-29
Range 1-18 1-06 -0-12 -24.0% 3-00
ATR 2-02 2-00 -0-02 -3.0% 0-00
Volume 279,517 228,480 -51,037 -18.3% 1,200,912
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 153-03 152-21 150-16
R3 151-29 151-15 150-05
R2 150-23 150-23 150-02
R1 150-09 150-09 149-30 150-16
PP 149-17 149-17 149-17 149-20
S1 149-03 149-03 149-24 149-10
S2 148-11 148-11 149-20
S3 147-05 147-29 149-17
S4 145-31 146-23 149-06
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 160-03 159-00 153-18
R3 157-03 156-00 152-23
R2 154-03 154-03 152-15
R1 153-00 153-00 152-06 153-18
PP 151-03 151-03 151-03 151-12
S1 150-00 150-00 151-20 150-18
S2 148-03 148-03 151-11
S3 145-03 147-00 151-03
S4 142-03 144-00 150-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 152-06 148-05 4-01 2.7% 2-01 1.3% 42% False False 253,698
10 152-06 147-17 4-21 3.1% 2-00 1.3% 50% False False 247,081
20 155-27 147-16 8-11 5.6% 1-31 1.3% 28% False False 250,333
40 159-17 147-16 12-01 8.0% 2-03 1.4% 19% False False 141,866
60 165-07 147-16 17-23 11.8% 1-26 1.2% 13% False False 94,596
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-10
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 155-00
2.618 153-02
1.618 151-28
1.000 151-05
0.618 150-22
HIGH 149-31
0.618 149-16
0.500 149-12
0.382 149-08
LOW 148-25
0.618 148-02
1.000 147-19
1.618 146-28
2.618 145-22
4.250 143-24
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 149-22 149-31
PP 149-17 149-30
S1 149-12 149-28

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

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