ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 149-29 149-08 -0-21 -0.4% 151-24
High 150-02 149-16 -0-18 -0.4% 151-25
Low 148-28 147-11 -1-17 -1.0% 147-11
Close 149-18 147-18 -2-00 -1.3% 147-18
Range 1-06 2-05 0-31 81.6% 4-14
ATR 1-30 1-31 0-01 1.0% 0-00
Volume 230,246 237,259 7,013 3.0% 1,182,381
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 154-19 153-08 148-24
R3 152-14 151-03 148-05
R2 150-09 150-09 147-31
R1 148-30 148-30 147-24 148-17
PP 148-04 148-04 148-04 147-30
S1 146-25 146-25 147-12 146-12
S2 145-31 145-31 147-05
S3 143-26 144-20 146-31
S4 141-21 142-15 146-12
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 162-07 159-10 150-00
R3 157-25 154-28 148-25
R2 153-11 153-11 148-12
R1 150-14 150-14 147-31 149-22
PP 148-29 148-29 148-29 148-16
S1 146-00 146-00 147-05 145-08
S2 144-15 144-15 146-24
S3 140-01 141-18 146-11
S4 135-19 137-04 145-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-25 147-11 4-14 3.0% 1-23 1.2% 5% False True 236,476
10 152-06 147-11 4-27 3.3% 1-28 1.3% 5% False True 238,329
20 155-14 147-11 8-03 5.5% 2-01 1.4% 3% False True 249,194
40 158-01 147-11 10-22 7.2% 2-02 1.4% 2% False True 153,536
60 165-07 147-11 17-28 12.1% 1-26 1.2% 1% False True 102,386
80 165-07 147-11 17-28 12.1% 1-16 1.0% 1% False True 76,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-09
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 158-21
2.618 155-05
1.618 153-00
1.000 151-21
0.618 150-27
HIGH 149-16
0.618 148-22
0.500 148-14
0.382 148-05
LOW 147-11
0.618 146-00
1.000 145-06
1.618 143-27
2.618 141-22
4.250 138-06
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 148-14 148-22
PP 148-04 148-10
S1 147-27 147-30

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

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