ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 152-17 154-18 2-01 1.3% 153-23
High 154-26 155-08 0-14 0.3% 153-27
Low 152-13 153-26 1-13 0.9% 150-11
Close 154-22 155-01 0-11 0.2% 152-08
Range 2-13 1-14 -0-31 -40.3% 3-16
ATR 2-01 2-00 -0-01 -2.1% 0-00
Volume 257,119 303,135 46,016 17.9% 69,737
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 159-00 158-15 155-26
R3 157-18 157-01 155-14
R2 156-04 156-04 155-09
R1 155-19 155-19 155-05 155-28
PP 154-22 154-22 154-22 154-27
S1 154-05 154-05 154-29 154-14
S2 153-08 153-08 154-25
S3 151-26 152-23 154-20
S4 150-12 151-09 154-08
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 162-21 160-30 154-06
R3 159-05 157-14 153-07
R2 155-21 155-21 152-29
R1 153-30 153-30 152-18 153-02
PP 152-05 152-05 152-05 151-22
S1 150-14 150-14 151-30 149-18
S2 148-21 148-21 151-19
S3 145-05 146-30 151-09
S4 141-21 143-14 150-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-08 150-12 4-28 3.1% 1-22 1.1% 96% True False 124,078
10 155-08 150-11 4-29 3.2% 2-01 1.3% 96% True False 65,676
20 159-17 149-17 10-00 6.5% 2-06 1.4% 55% False False 33,400
40 165-07 149-17 15-22 10.1% 1-24 1.1% 35% False False 16,728
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161-12
2.618 159-00
1.618 157-18
1.000 156-22
0.618 156-04
HIGH 155-08
0.618 154-22
0.500 154-17
0.382 154-12
LOW 153-26
0.618 152-30
1.000 152-12
1.618 151-16
2.618 150-02
4.250 147-22
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 154-28 154-18
PP 154-22 154-03
S1 154-17 153-20

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

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