ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 152-04 154-05 2-01 1.3% 153-19
High 152-04 154-12 2-08 1.5% 154-12
Low 152-04 154-05 2-01 1.3% 150-14
Close 152-04 154-12 2-08 1.5% 154-12
Range 0-00 0-07 0-07 3-30
ATR 1-07 1-09 0-02 6.1% 0-00
Volume 0 1 1 0
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 154-31 154-28 154-16
R3 154-24 154-21 154-14
R2 154-17 154-17 154-13
R1 154-14 154-14 154-13 154-15
PP 154-10 154-10 154-10 154-10
S1 154-07 154-07 154-11 154-09
S2 154-03 154-03 154-11
S3 153-28 154-00 154-10
S4 153-21 153-25 154-08
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 164-28 163-18 156-17
R3 160-30 159-20 155-15
R2 157-00 157-00 155-03
R1 155-22 155-22 154-24 156-11
PP 153-02 153-02 153-02 153-12
S1 151-24 151-24 154-00 152-13
S2 149-04 149-04 153-21
S3 145-06 147-26 153-09
S4 141-08 143-28 152-07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-12 150-14 3-30 2.6% 0-01 0.0% 100% True False
10 154-12 150-14 3-30 2.6% 0-01 0.0% 100% True False
20 154-28 150-14 4-14 2.9% 0-00 0.0% 89% False False
40 158-01 150-14 7-19 4.9% 0-00 0.0% 52% False False
60 158-01 146-05 11-28 7.7% 0-00 0.0% 69% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-00
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 155-10
2.618 154-30
1.618 154-23
1.000 154-19
0.618 154-16
HIGH 154-12
0.618 154-09
0.500 154-09
0.382 154-08
LOW 154-05
0.618 154-01
1.000 153-30
1.618 153-26
2.618 153-19
4.250 153-07
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 154-11 154-00
PP 154-10 153-20
S1 154-09 153-08

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

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