ECBOT 30 Year Treasury Bond Future September 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 162-28 162-02 -0-26 -0.5% 162-07
High 163-01 164-00 0-31 0.6% 164-04
Low 161-22 162-02 0-12 0.2% 161-10
Close 162-18 163-29 1-11 0.8% 163-29
Range 1-11 1-30 0-19 44.2% 2-26
ATR 1-11 1-12 0-01 3.2% 0-00
Volume 16 37 21 131.3% 172
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 169-04 168-15 164-31
R3 167-06 166-17 164-14
R2 165-08 165-08 164-08
R1 164-19 164-19 164-03 164-30
PP 163-10 163-10 163-10 163-16
S1 162-21 162-21 163-23 163-00
S2 161-12 161-12 163-18
S3 159-14 160-23 163-12
S4 157-16 158-25 162-27
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 171-18 170-17 165-14
R3 168-24 167-23 164-22
R2 165-30 165-30 164-14
R1 164-29 164-29 164-05 165-14
PP 163-04 163-04 163-04 163-12
S1 162-03 162-03 163-21 162-20
S2 160-10 160-10 163-12
S3 157-16 159-09 163-04
S4 154-22 156-15 162-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 164-04 161-10 2-26 1.7% 1-11 0.8% 92% False False 34
10 164-04 161-10 2-26 1.7% 1-06 0.7% 92% False False 21
20 165-07 160-25 4-14 2.7% 1-04 0.7% 70% False False 27
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 0-04
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 172-08
2.618 169-02
1.618 167-04
1.000 165-30
0.618 165-06
HIGH 164-00
0.618 163-08
0.500 163-01
0.382 162-26
LOW 162-02
0.618 160-28
1.000 160-04
1.618 158-30
2.618 157-00
4.250 153-26
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 163-20 163-18
PP 163-10 163-06
S1 163-01 162-27

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

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