ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 160-22 160-31 0-09 0.2% 163-12
High 161-17 160-31 -0-18 -0.3% 163-14
Low 160-15 159-08 -1-07 -0.8% 159-22
Close 161-10 159-30 -1-12 -0.9% 161-01
Range 1-02 1-23 0-21 61.8% 3-24
ATR 1-12 1-14 0-02 3.5% 0-00
Volume 320 86 -234 -73.1% 338
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 165-07 164-09 160-28
R3 163-16 162-18 160-13
R2 161-25 161-25 160-08
R1 160-27 160-27 160-03 160-14
PP 160-02 160-02 160-02 159-27
S1 159-04 159-04 159-25 158-24
S2 158-11 158-11 159-20
S3 156-20 157-13 159-15
S4 154-29 155-22 159-00
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 172-20 170-19 163-03
R3 168-28 166-27 162-02
R2 165-04 165-04 161-23
R1 163-03 163-03 161-12 162-08
PP 161-12 161-12 161-12 160-31
S1 159-11 159-11 160-22 158-16
S2 157-20 157-20 160-11
S3 153-28 155-19 160-00
S4 150-04 151-27 158-31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 162-02 159-08 2-26 1.8% 1-17 1.0% 24% False True 126
10 164-00 159-08 4-24 3.0% 1-13 0.9% 14% False True 90
20 165-07 159-08 5-31 3.7% 1-10 0.8% 12% False True 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 168-09
2.618 165-15
1.618 163-24
1.000 162-22
0.618 162-01
HIGH 160-31
0.618 160-10
0.500 160-04
0.382 159-29
LOW 159-08
0.618 158-06
1.000 157-17
1.618 156-15
2.618 154-24
4.250 151-30
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 160-04 160-12
PP 160-02 160-08
S1 160-00 160-03

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

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