ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
03-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 164-01 164-00 -0-01 0.0% 162-20
High 165-07 164-00 -1-07 -0.7% 165-07
Low 164-01 162-04 -1-29 -1.2% 161-31
Close 164-08 162-08 -2-00 -1.2% 164-08
Range 1-06 1-28 0-22 57.9% 3-08
ATR 1-10 1-12 0-02 4.4% 0-00
Volume 83 7 -76 -91.6% 239
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 168-13 167-07 163-09
R3 166-17 165-11 162-24
R2 164-21 164-21 162-19
R1 163-15 163-15 162-14 163-04
PP 162-25 162-25 162-25 162-20
S1 161-19 161-19 162-02 161-08
S2 160-29 160-29 161-29
S3 159-01 159-23 161-24
S4 157-05 157-27 161-07
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
5 165-07 162-04 3-03 1.9% 1-10 0.8% 4% False True 38
10 165-07 160-25 4-14 2.7% 1-07 0.7% 33% False False 30
20 165-07 156-26 8-13 5.2% 0-22 0.4% 65% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 171-31
2.618 168-29
1.618 167-01
1.000 165-28
0.618 165-05
HIGH 164-00
0.618 163-09
0.500 163-02
0.382 162-27
LOW 162-04
0.618 160-31
1.000 160-08
1.618 159-03
2.618 157-07
4.250 154-05
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 163-02 163-22
PP 162-25 163-06
S1 162-17 162-23

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

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