ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 155-17 155-10 -0-07 -0.1% 152-04
High 155-17 156-05 0-20 0.4% 155-20
Low 154-02 155-10 1-08 0.8% 152-04
Close 154-02 156-05 2-03 1.4% 154-02
Range 1-15 0-27 -0-20 -42.6% 3-16
ATR 1-09 1-11 0-02 4.6% 0-00
Volume 0 13 13 5
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 158-13 158-04 156-20
R3 157-18 157-09 156-12
R2 156-23 156-23 156-10
R1 156-14 156-14 156-07 156-19
PP 155-28 155-28 155-28 155-30
S1 155-19 155-19 156-03 155-24
S2 155-01 155-01 156-00
S3 154-06 154-24 155-30
S4 153-11 153-29 155-22
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 164-14 162-24 156-00
R3 160-30 159-08 155-01
R2 157-14 157-14 154-23
R1 155-24 155-24 154-12 156-19
PP 153-30 153-30 153-30 154-12
S1 152-08 152-08 153-24 153-03
S2 150-14 150-14 153-13
S3 146-30 148-24 153-03
S4 143-14 145-08 152-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-05 153-20 2-17 1.6% 0-22 0.4% 100% True False 3
10 156-05 150-14 5-23 3.7% 0-11 0.2% 100% True False 1
20 156-05 150-14 5-23 3.7% 0-06 0.1% 100% True False
40 158-01 150-14 7-19 4.9% 0-03 0.1% 75% False False
60 158-01 146-17 11-16 7.4% 0-02 0.0% 84% 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
4.250 159-24
2.618 158-12
1.618 157-17
1.000 157-00
0.618 156-22
HIGH 156-05
0.618 155-27
0.500 155-24
0.382 155-20
LOW 155-10
0.618 154-25
1.000 154-15
1.618 153-30
2.618 153-03
4.250 151-23
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 156-01 155-26
PP 155-28 155-15
S1 155-24 155-04

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

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