ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 03-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 03-Apr-2015 Change Change % Previous Week
Open 164-16 164-01 -0-15 -0.3% 162-20
High 165-00 165-07 0-07 0.1% 165-07
Low 163-00 164-01 1-01 0.6% 161-31
Close 163-02 164-08 1-06 0.7% 164-08
Range 2-00 1-06 -0-26 -40.6% 3-08
ATR 1-08 1-10 0-02 5.2% 0-00
Volume 71 83 12 16.9% 239
Daily Pivots for day following 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 168-02 167-11 164-29
R3 166-28 166-05 164-18
R2 165-22 165-22 164-15
R1 164-31 164-31 164-11 165-10
PP 164-16 164-16 164-16 164-22
S1 163-25 163-25 164-05 164-04
S2 163-10 163-10 164-01
S3 162-04 162-19 163-30
S4 160-30 161-13 163-19
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 173-18 172-05 166-01
R3 170-10 168-29 165-05
R2 167-02 167-02 164-27
R1 165-21 165-21 164-18 166-12
PP 163-26 163-26 163-26 164-05
S1 162-13 162-13 163-30 163-04
S2 160-18 160-18 163-21
S3 157-10 159-05 163-11
S4 154-02 155-29 162-15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 165-07 161-31 3-08 2.0% 1-03 0.7% 70% True False 47
10 165-07 160-25 4-14 2.7% 1-02 0.6% 78% True False 33
20 165-07 154-27 10-12 6.3% 0-19 0.4% 91% True False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-02
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 170-08
2.618 168-10
1.618 167-04
1.000 166-13
0.618 165-30
HIGH 165-07
0.618 164-24
0.500 164-20
0.382 164-16
LOW 164-01
0.618 163-10
1.000 162-27
1.618 162-04
2.618 160-30
4.250 159-00
Fisher Pivots for day following 03-Apr-2015
Pivot 1 day 3 day
R1 164-20 164-06
PP 164-16 164-05
S1 164-12 164-04

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

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