ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 12-May-2015

Day Change Summary
	Previous	Current
	11-May-2015	12-May-2015	Change	Change %	Previous Week
Open	155-00	151-17	-3-15	-2.2%	156-00
High	155-00	152-22	-2-10	-1.5%	156-19
Low	151-08	149-17	-1-23	-1.1%	151-18
Close	151-20	152-01	0-13	0.3%	154-21
Range	3-24	3-05	-0-19	-15.8%	5-01
ATR	1-28	1-31	0-03	4.8%	0-00
Volume	1,956	1,804	-152	-7.8%	5,385

Daily Pivots for day following 12-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	160-28	159-20	153-25
R3	157-23	156-15	152-29
R2	154-18	154-18	152-20
R1	153-10	153-10	152-10	153-30
PP	151-13	151-13	151-13	151-24
S1	150-05	150-05	151-24	150-25
S2	148-08	148-08	151-14
S3	145-03	147-00	151-05
S4	141-30	143-27	150-09

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	155-23	149-17	6-06	4.1%	2-26	1.8%	40%	False	True	1,695
10	159-17	149-17	10-00	6.6%	2-11	1.5%	25%	False	True	1,123
20	164-00	149-17	14-15	9.5%	1-28	1.2%	17%	False	True	607
40	165-07	149-17	15-22	10.3%	1-14	0.9%	16%	False	True	313

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	0-15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166-03
2.618	160-30
1.618	157-25
1.000	155-27
0.618	154-20
HIGH	152-22
0.618	151-15
0.500	151-04
0.382	150-24
LOW	149-17
0.618	147-19
1.000	146-12
1.618	144-14
2.618	141-09
4.250	136-04

Fisher Pivots for day following 12-May-2015
Pivot	1 day	3 day
R1	151-23	152-20
PP	151-13	152-14
S1	151-04	152-07

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols