ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 154-05 155-20 1-15 1.0% 153-19
High 154-08 155-20 1-12 0.9% 154-12
Low 153-20 155-10 1-22 1.1% 150-14
Close 154-08 155-10 1-02 0.7% 154-12
Range 0-20 0-10 -0-10 -50.0% 3-30
ATR 1-08 1-08 0-00 0.7% 0-00
Volume 0 4 4 0
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 156-11 156-05 155-16
R3 156-01 155-27 155-13
R2 155-23 155-23 155-12
R1 155-17 155-17 155-11 155-15
PP 155-13 155-13 155-13 155-12
S1 155-07 155-07 155-09 155-05
S2 155-03 155-03 155-08
S3 154-25 154-29 155-07
S4 154-15 154-19 155-04
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
5 155-20 152-04 3-16 2.3% 0-07 0.1% 91% True False 1
10 155-20 150-14 5-06 3.3% 0-04 0.1% 94% True False
20 155-20 150-14 5-06 3.3% 0-02 0.0% 94% True False
40 158-01 150-14 7-19 4.9% 0-01 0.0% 64% False False
60 158-01 146-05 11-28 7.6% 0-01 0.0% 77% False False
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 0-00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 156-30
2.618 156-14
1.618 156-04
1.000 155-30
0.618 155-26
HIGH 155-20
0.618 155-16
0.500 155-15
0.382 155-14
LOW 155-10
0.618 155-04
1.000 155-00
1.618 154-26
2.618 154-16
4.250 154-00
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 155-15 155-03
PP 155-13 154-27
S1 155-12 154-20

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

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