ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 164-00 162-23 -1-09 -0.8% 162-20
High 164-00 163-03 -0-29 -0.6% 165-07
Low 162-04 162-23 0-19 0.4% 161-31
Close 162-08 163-03 0-27 0.5% 164-08
Range 1-28 0-12 -1-16 -80.0% 3-08
ATR 1-12 1-11 -0-01 -2.8% 0-00
Volume 7 11 4 57.1% 239
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 164-03 163-31 163-10
R3 163-23 163-19 163-06
R2 163-11 163-11 163-05
R1 163-07 163-07 163-04 163-09
PP 162-31 162-31 162-31 163-00
S1 162-27 162-27 163-02 162-29
S2 162-19 162-19 163-01
S3 162-07 162-15 163-00
S4 161-27 162-03 162-28
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% 1-13 0.9% 31% False False 38
10 165-07 160-25 4-14 2.7% 1-05 0.7% 52% False False 30
20 165-07 157-21 7-18 4.6% 0-23 0.4% 72% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-02
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 164-22
2.618 164-02
1.618 163-22
1.000 163-15
0.618 163-10
HIGH 163-03
0.618 162-30
0.500 162-29
0.382 162-28
LOW 162-23
0.618 162-16
1.000 162-11
1.618 162-04
2.618 161-24
4.250 161-04
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 163-01 163-22
PP 162-31 163-15
S1 162-29 163-09

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

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