ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 156-07 156-17 0-10 0.2% 155-10
High 156-12 156-25 0-13 0.3% 159-00
Low 155-10 154-26 -0-16 -0.3% 155-10
Close 156-06 154-31 -1-07 -0.8% 157-10
Range 1-02 1-31 0-29 85.3% 3-22
ATR 1-12 1-14 0-01 3.0% 0-00
Volume
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 161-14 160-05 156-02
R3 159-15 158-06 155-16
R2 157-16 157-16 155-11
R1 156-07 156-07 155-05 155-28
PP 155-17 155-17 155-17 155-11
S1 154-08 154-08 154-25 153-29
S2 153-18 153-18 154-19
S3 151-19 152-09 154-14
S4 149-20 150-10 153-28
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
5 159-00 154-26 4-06 2.7% 1-26 1.2% 4% False True 8
10 159-00 154-02 4-30 3.2% 1-13 0.9% 18% False False 11
20 159-00 150-14 8-18 5.5% 0-24 0.5% 53% False False 6
40 159-00 150-14 8-18 5.5% 0-12 0.2% 53% False False 3
60 159-00 148-27 10-05 6.6% 0-08 0.2% 60% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 165-05
2.618 161-30
1.618 159-31
1.000 158-24
0.618 158-00
HIGH 156-25
0.618 156-01
0.500 155-26
0.382 155-18
LOW 154-26
0.618 153-19
1.000 152-27
1.618 151-20
2.618 149-21
4.250 146-14
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 155-26 155-26
PP 155-17 155-17
S1 155-08 155-08

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

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