ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 158-01 156-00 -2-01 -1.3% 160-22
High 158-01 156-19 -1-14 -0.9% 161-17
Low 155-31 154-30 -1-01 -0.7% 155-31
Close 156-02 155-07 -0-27 -0.5% 156-02
Range 2-02 1-21 -0-13 -19.7% 5-18
ATR 1-18 1-18 0-00 0.4% 0-00
Volume 1,360 374 -986 -72.5% 2,500
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 160-18 159-17 156-04
R3 158-29 157-28 155-22
R2 157-08 157-08 155-17
R1 156-07 156-07 155-12 155-29
PP 155-19 155-19 155-19 155-14
S1 154-18 154-18 155-02 154-08
S2 153-30 153-30 154-29
S3 152-09 152-29 154-24
S4 150-20 151-08 154-10
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 174-17 170-28 159-04
R3 168-31 165-10 157-19
R2 163-13 163-13 157-03
R1 159-24 159-24 156-18 158-26
PP 157-27 157-27 157-27 157-12
S1 154-06 154-06 155-18 153-08
S2 152-09 152-09 155-01
S3 146-23 148-20 154-17
S4 141-05 143-02 153-00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-31 154-30 6-01 3.9% 1-28 1.2% 5% False True 510
10 162-20 154-30 7-22 5.0% 1-19 1.0% 4% False True 312
20 164-04 154-30 9-06 5.9% 1-12 0.9% 3% False True 170
40 165-07 154-30 10-09 6.6% 1-01 0.7% 3% False True 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 163-20
2.618 160-30
1.618 159-09
1.000 158-08
0.618 157-20
HIGH 156-19
0.618 155-31
0.500 155-24
0.382 155-18
LOW 154-30
0.618 153-29
1.000 153-09
1.618 152-08
2.618 150-19
4.250 147-29
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 155-24 156-22
PP 155-19 156-07
S1 155-13 155-23

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

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