ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 154-25 154-05 -0-20 -0.4% 152-02
High 154-31 155-15 0-16 0.3% 155-03
Low 153-28 153-13 -0-15 -0.3% 150-31
Close 154-12 155-05 0-25 0.5% 154-19
Range 1-03 2-02 0-31 88.6% 4-04
ATR 1-23 1-24 0-01 1.4% 0-00
Volume 188,719 263,303 74,584 39.5% 1,113,919
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 160-28 160-02 156-09
R3 158-26 158-00 155-23
R2 156-24 156-24 155-17
R1 155-30 155-30 155-11 156-11
PP 154-22 154-22 154-22 154-28
S1 153-28 153-28 154-31 154-09
S2 152-20 152-20 154-25
S3 150-18 151-26 154-19
S4 148-16 149-24 154-01
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
5 155-27 153-13 2-14 1.6% 1-07 0.8% 72% False True 223,238
10 155-27 150-31 4-28 3.1% 1-10 0.8% 86% False False 218,119
20 155-27 147-26 8-01 5.2% 1-26 1.2% 91% False False 245,485
40 155-27 147-11 8-16 5.5% 1-29 1.2% 92% False False 248,891
60 155-27 147-11 8-16 5.5% 2-00 1.3% 92% False False 198,832
80 164-04 147-11 16-25 10.8% 1-27 1.2% 47% False False 149,170
100 165-07 147-11 17-28 11.5% 1-20 1.0% 44% False False 119,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 164-08
2.618 160-28
1.618 158-26
1.000 157-17
0.618 156-24
HIGH 155-15
0.618 154-22
0.500 154-14
0.382 154-06
LOW 153-13
0.618 152-04
1.000 151-11
1.618 150-02
2.618 148-00
4.250 144-20
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 154-29 154-29
PP 154-22 154-22
S1 154-14 154-14

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

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