ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 153-05 154-18 1-13 0.9% 152-02
High 154-23 155-03 0-12 0.2% 155-03
Low 152-25 154-12 1-19 1.0% 150-31
Close 154-15 154-19 0-04 0.1% 154-19
Range 1-30 0-23 -1-07 -62.9% 4-04
ATR 1-31 1-28 -0-03 -4.5% 0-00
Volume 239,449 256,884 17,435 7.3% 1,113,919
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 156-27 156-14 155-00
R3 156-04 155-23 154-25
R2 155-13 155-13 154-23
R1 155-00 155-00 154-21 155-06
PP 154-22 154-22 154-22 154-25
S1 154-09 154-09 154-17 154-16
S2 153-31 153-31 154-15
S3 153-08 153-18 154-13
S4 152-17 152-27 154-06
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 165-30 164-12 156-28
R3 161-26 160-08 155-23
R2 157-22 157-22 155-11
R1 156-04 156-04 154-31 156-29
PP 153-18 153-18 153-18 153-30
S1 152-00 152-00 154-07 152-25
S2 149-14 149-14 153-27
S3 145-10 147-28 153-15
S4 141-06 143-24 152-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-03 150-31 4-04 2.7% 1-10 0.8% 88% True False 222,783
10 155-03 148-05 6-30 4.5% 1-16 1.0% 93% True False 221,892
20 155-03 147-11 7-24 5.0% 1-31 1.3% 94% True False 258,425
40 155-27 147-11 8-16 5.5% 1-31 1.3% 85% False False 254,473
60 158-15 147-11 11-04 7.2% 2-01 1.3% 65% False False 184,550
80 165-07 147-11 17-28 11.6% 1-27 1.2% 41% False False 138,431
100 165-07 147-11 17-28 11.6% 1-18 1.0% 41% False False 110,747
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 0-12
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 158-05
2.618 156-31
1.618 156-08
1.000 155-26
0.618 155-17
HIGH 155-03
0.618 154-26
0.500 154-24
0.382 154-21
LOW 154-12
0.618 153-30
1.000 153-21
1.618 153-07
2.618 152-16
4.250 151-10
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 154-24 154-10
PP 154-22 154-01
S1 154-20 153-24

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

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