ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 152-18 154-08 1-22 1.1% 156-00
High 154-18 155-23 1-05 0.7% 156-19
Low 151-18 153-27 2-09 1.5% 151-18
Close 154-13 154-21 0-08 0.2% 154-21
Range 3-00 1-28 -1-04 -37.5% 5-01
ATR 1-23 1-24 0-00 0.6% 0-00
Volume 2,984 1,102 -1,882 -63.1% 5,385
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 160-12 159-12 155-22
R3 158-16 157-16 155-06
R2 156-20 156-20 155-00
R1 155-20 155-20 154-26 156-04
PP 154-24 154-24 154-24 155-00
S1 153-24 153-24 154-16 154-08
S2 152-28 152-28 154-10
S3 151-00 151-28 154-04
S4 149-04 150-00 153-20
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 169-12 167-01 157-14
R3 164-11 162-00 156-01
R2 159-10 159-10 155-19
R1 156-31 156-31 155-04 155-20
PP 154-09 154-09 154-09 153-19
S1 151-30 151-30 154-06 150-19
S2 149-08 149-08 153-23
S3 144-07 146-29 153-09
S4 139-06 141-28 151-28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-19 151-18 5-01 3.3% 2-04 1.4% 61% False False 1,077
10 161-17 151-18 9-31 6.4% 1-30 1.3% 31% False False 788
20 164-04 151-18 12-18 8.1% 1-21 1.1% 25% False False 419
40 165-07 151-18 13-21 8.8% 1-08 0.8% 23% False False 219
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-12
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163-22
2.618 160-20
1.618 158-24
1.000 157-19
0.618 156-28
HIGH 155-23
0.618 155-00
0.500 154-25
0.382 154-18
LOW 153-27
0.618 152-22
1.000 151-31
1.618 150-26
2.618 148-30
4.250 145-28
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 154-25 154-10
PP 154-24 153-31
S1 154-22 153-20

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

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