ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 154-10 152-18 -1-24 -1.1% 160-22
High 154-17 154-18 0-01 0.0% 161-17
Low 152-10 151-18 -0-24 -0.5% 155-31
Close 152-24 154-13 1-21 1.1% 156-02
Range 2-07 3-00 0-25 35.2% 5-18
ATR 1-20 1-23 0-03 6.0% 0-00
Volume 629 2,984 2,355 374.4% 2,500
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 162-16 161-15 156-02
R3 159-16 158-15 155-07
R2 156-16 156-16 154-31
R1 155-15 155-15 154-22 156-00
PP 153-16 153-16 153-16 153-25
S1 152-15 152-15 154-04 153-00
S2 150-16 150-16 153-27
S3 147-16 149-15 153-19
S4 144-16 146-15 152-24
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
5 158-01 151-18 6-15 4.2% 2-05 1.4% 44% False True 1,128
10 161-17 151-18 9-31 6.5% 1-29 1.2% 29% False True 681
20 164-04 151-18 12-18 8.1% 1-19 1.0% 23% False True 365
40 165-07 151-18 13-21 8.8% 1-07 0.8% 21% False True 192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 167-10
2.618 162-13
1.618 159-13
1.000 157-18
0.618 156-13
HIGH 154-18
0.618 153-13
0.500 153-02
0.382 152-23
LOW 151-18
0.618 149-23
1.000 148-18
1.618 146-23
2.618 143-23
4.250 138-26
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 153-31 154-05
PP 153-16 153-28
S1 153-02 153-20

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

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