ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 163-12 162-20 -0-24 -0.5% 162-07
High 163-14 162-20 -0-26 -0.5% 164-04
Low 162-08 161-27 -0-13 -0.3% 161-10
Close 162-08 161-27 -0-13 -0.3% 163-29
Range 1-06 0-25 -0-13 -34.2% 2-26
ATR 1-13 1-11 -0-01 -3.2% 0-00
Volume 88 23 -65 -73.9% 172
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 164-14 163-30 162-09
R3 163-21 163-05 162-02
R2 162-28 162-28 162-00
R1 162-12 162-12 161-29 162-08
PP 162-03 162-03 162-03 162-01
S1 161-19 161-19 161-25 161-14
S2 161-10 161-10 161-22
S3 160-17 160-26 161-20
S4 159-24 160-01 161-13
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
5 164-00 161-22 2-10 1.4% 1-09 0.8% 7% False False 53
10 164-04 161-10 2-26 1.7% 1-05 0.7% 19% False False 30
20 165-07 160-25 4-14 2.7% 1-05 0.7% 24% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-05
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 165-30
2.618 164-21
1.618 163-28
1.000 163-13
0.618 163-03
HIGH 162-20
0.618 162-10
0.500 162-08
0.382 162-05
LOW 161-27
0.618 161-12
1.000 161-02
1.618 160-19
2.618 159-26
4.250 158-17
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 162-08 162-30
PP 162-03 162-18
S1 161-31 162-06

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

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