ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 151-23 152-29 1-06 0.8% 149-24
High 154-14 154-23 0-09 0.2% 151-22
Low 151-09 152-28 1-19 1.1% 147-26
Close 153-16 154-04 0-20 0.4% 149-06
Range 3-05 1-27 -1-10 -41.6% 3-28
ATR 2-07 2-07 -0-01 -1.2% 0-00
Volume 364,145 280,544 -83,601 -23.0% 1,119,578
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 159-14 158-20 155-04
R3 157-19 156-25 154-20
R2 155-24 155-24 154-15
R1 154-30 154-30 154-09 155-11
PP 153-29 153-29 153-29 154-04
S1 153-03 153-03 153-31 153-16
S2 152-02 152-02 153-25
S3 150-07 151-08 153-20
S4 148-12 149-13 153-04
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 161-06 159-02 151-10
R3 157-10 155-06 150-08
R2 153-14 153-14 149-29
R1 151-10 151-10 149-17 150-14
PP 149-18 149-18 149-18 149-04
S1 147-14 147-14 148-27 146-18
S2 145-22 145-22 148-15
S3 141-26 143-18 148-04
S4 137-30 139-22 147-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-23 147-26 6-29 4.5% 2-15 1.6% 91% True False 285,857
10 154-23 147-11 7-12 4.8% 2-03 1.4% 92% True False 275,785
20 154-23 147-11 7-12 4.8% 2-02 1.3% 92% True False 261,994
40 155-27 147-11 8-16 5.5% 2-02 1.3% 80% False False 204,865
60 164-04 147-11 16-25 10.9% 1-31 1.3% 40% False False 136,749
80 165-07 147-11 17-28 11.6% 1-23 1.1% 38% False False 102,567
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 162-18
2.618 159-17
1.618 157-22
1.000 156-18
0.618 155-27
HIGH 154-23
0.618 154-00
0.500 153-26
0.382 153-19
LOW 152-28
0.618 151-24
1.000 151-01
1.618 149-29
2.618 148-02
4.250 145-01
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 154-00 153-12
PP 153-29 152-21
S1 153-26 151-29

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

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