ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 162-29 163-27 0-30 0.6% 158-02
High 163-27 163-27 0-00 0.0% 162-17
Low 162-29 162-27 -0-02 0.0% 158-02
Close 163-20 162-29 -0-23 -0.4% 162-09
Range 0-30 1-00 0-02 6.7% 4-15
ATR 1-01 1-01 0-00 -0.1% 0-00
Volume 11 30 19 172.7% 26
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 166-06 165-18 163-15
R3 165-06 164-18 163-06
R2 164-06 164-06 163-03
R1 163-18 163-18 163-00 163-12
PP 163-06 163-06 163-06 163-04
S1 162-18 162-18 162-26 162-12
S2 162-06 162-06 162-23
S3 161-06 161-18 162-20
S4 160-06 160-18 162-11
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 174-12 172-25 164-24
R3 169-29 168-10 163-16
R2 165-14 165-14 163-03
R1 163-27 163-27 162-22 164-20
PP 160-31 160-31 160-31 161-11
S1 159-12 159-12 161-28 160-06
S2 156-16 156-16 161-15
S3 152-01 154-29 161-02
S4 147-18 150-14 159-26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 163-27 161-10 2-17 1.6% 0-19 0.4% 63% True False 19
10 163-27 157-23 6-04 3.8% 0-12 0.2% 85% True False 10
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 0-00
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 168-03
2.618 166-15
1.618 165-15
1.000 164-27
0.618 164-15
HIGH 163-27
0.618 163-15
0.500 163-11
0.382 163-07
LOW 162-27
0.618 162-07
1.000 161-27
1.618 161-07
2.618 160-07
4.250 158-19
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 163-11 163-02
PP 163-06 163-01
S1 163-02 162-31

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

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