ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 155-10 156-08 0-30 0.6% 152-04
High 156-05 156-17 0-12 0.2% 155-20
Low 155-10 155-20 0-10 0.2% 152-04
Close 156-05 156-16 0-11 0.2% 154-02
Range 0-27 0-29 0-02 7.4% 3-16
ATR 1-11 1-10 -0-01 -2.3% 0-00
Volume 13 51 38 292.3% 5
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 158-30 158-20 157-00
R3 158-01 157-23 156-24
R2 157-04 157-04 156-21
R1 156-26 156-26 156-19 156-31
PP 156-07 156-07 156-07 156-10
S1 155-29 155-29 156-13 156-02
S2 155-10 155-10 156-11
S3 154-13 155-00 156-08
S4 153-16 154-03 156-00
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
5 156-17 153-20 2-29 1.9% 0-27 0.5% 99% True False 13
10 156-17 150-14 6-03 3.9% 0-14 0.3% 99% True False 6
20 156-17 150-14 6-03 3.9% 0-07 0.1% 99% True False 3
40 158-01 150-14 7-19 4.9% 0-04 0.1% 80% False False 1
60 158-01 146-17 11-16 7.3% 0-02 0.0% 87% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-01
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160-12
2.618 158-29
1.618 158-00
1.000 157-14
0.618 157-03
HIGH 156-17
0.618 156-06
0.500 156-03
0.382 155-31
LOW 155-20
0.618 155-02
1.000 154-23
1.618 154-05
2.618 153-08
4.250 151-25
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 156-12 156-03
PP 156-07 155-22
S1 156-03 155-10

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

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