ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 156-14 156-09 -0-05 -0.1% 155-10
High 156-26 159-00 2-06 1.4% 159-00
Low 155-21 156-02 0-13 0.3% 155-10
Close 156-13 157-10 0-29 0.6% 157-10
Range 1-05 2-30 1-25 154.1% 3-22
ATR 1-09 1-13 0-04 9.2% 0-00
Volume 11 35 24 218.2% 110
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 166-09 164-23 158-30
R3 163-11 161-25 158-04
R2 160-13 160-13 157-27
R1 158-27 158-27 157-19 159-20
PP 157-15 157-15 157-15 157-27
S1 155-29 155-29 157-01 156-22
S2 154-17 154-17 156-25
S3 151-19 152-31 156-16
S4 148-21 150-01 155-22
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 168-09 166-15 159-11
R3 164-19 162-25 158-10
R2 160-29 160-29 158-00
R1 159-03 159-03 157-21 160-00
PP 157-07 157-07 157-07 157-21
S1 155-13 155-13 156-31 156-10
S2 153-17 153-17 156-20
S3 149-27 151-23 156-10
S4 146-05 148-01 155-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-00 155-10 3-22 2.3% 1-09 0.8% 54% True False 22
10 159-00 152-04 6-28 4.4% 0-29 0.6% 75% True False 11
20 159-00 150-14 8-18 5.4% 0-14 0.3% 80% True False 5
40 159-00 150-14 8-18 5.4% 0-07 0.1% 80% True False 2
60 159-00 146-17 12-15 7.9% 0-05 0.1% 86% True False 1
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 0-04
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 171-16
2.618 166-22
1.618 163-24
1.000 161-30
0.618 160-26
HIGH 159-00
0.618 157-28
0.500 157-17
0.382 157-06
LOW 156-02
0.618 154-08
1.000 153-04
1.618 151-10
2.618 148-12
4.250 143-18
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 157-17 157-09
PP 157-15 157-07
S1 157-12 157-06

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

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