ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	164-13	163-21	-0-24	-0.5%	163-15
High	164-30	165-19	0-21	0.4%	165-26
Low	163-03	163-10	0-07	0.1%	162-19
Close	164-04	165-15	1-11	0.8%	165-15
Range	1-27	2-09	0-14	23.7%	3-07
ATR	1-26	1-27	0-01	1.8%	0-00
Volume	290,535	267,774	-22,761	-7.8%	1,185,008

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-20	170-27	166-23
R3	169-11	168-18	166-03
R2	167-02	167-02	165-28
R1	166-09	166-09	165-22	166-22
PP	164-25	164-25	164-25	165-00
S1	164-00	164-00	165-08	164-12
S2	162-16	162-16	165-02
S3	160-07	161-23	164-27
S4	157-30	159-14	164-07

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	174-09	173-03	167-08
R3	171-02	169-28	166-11
R2	167-27	167-27	166-02
R1	166-21	166-21	165-24	167-08
PP	164-20	164-20	164-20	164-30
S1	163-14	163-14	165-06	164-01
S2	161-13	161-13	164-28
S3	158-06	160-07	164-19
S4	154-31	157-00	163-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-26	162-19	3-07	1.9%	1-25	1.1%	89%	False	False	237,001
10	165-26	162-19	3-07	1.9%	1-26	1.1%	89%	False	False	206,324
20	166-21	162-08	4-13	2.7%	1-25	1.1%	73%	False	False	198,901
40	166-21	154-27	11-26	7.1%	1-26	1.1%	90%	False	False	213,536
60	171-09	154-27	16-14	9.9%	1-30	1.2%	65%	False	False	142,970
80	171-09	154-27	16-14	9.9%	1-30	1.2%	65%	False	False	107,280
100	171-09	150-23	20-18	12.4%	1-26	1.1%	72%	False	False	85,843
120	171-09	149-05	22-04	13.4%	1-20	1.0%	74%	False	False	71,540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-12
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	175-09
2.618	171-18
1.618	169-09
1.000	167-28
0.618	167-00
HIGH	165-19
0.618	164-23
0.500	164-14
0.382	164-06
LOW	163-10
0.618	161-29
1.000	161-01
1.618	159-20
2.618	157-11
4.250	153-20

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	165-04	165-03
PP	164-25	164-23
S1	164-14	164-11

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols