ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 151-23 153-23 2-00 1.3% 155-00
High 154-09 153-27 -0-14 -0.3% 155-00
Low 151-23 151-18 -0-05 -0.1% 149-17
Close 154-02 151-30 -2-04 -1.4% 154-02
Range 2-18 2-09 -0-09 -11.0% 5-15
ATR 2-02 2-03 0-01 1.5% 0-00
Volume 14,706 3,417 -11,289 -76.8% 30,533
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 159-09 157-29 153-06
R3 157-00 155-20 152-18
R2 154-23 154-23 152-11
R1 153-11 153-11 152-05 152-28
PP 152-14 152-14 152-14 152-07
S1 151-02 151-02 151-23 150-20
S2 150-05 150-05 151-17
S3 147-28 148-25 151-10
S4 145-19 146-16 150-22
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 169-09 167-04 157-02
R3 163-26 161-21 155-18
R2 158-11 158-11 155-02
R1 156-06 156-06 154-18 154-17
PP 152-28 152-28 152-28 152-01
S1 150-23 150-23 153-18 149-02
S2 147-13 147-13 153-02
S3 141-30 145-08 152-18
S4 136-15 139-25 151-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-09 149-17 4-24 3.1% 2-16 1.6% 51% False False 6,398
10 155-23 149-17 6-06 4.1% 2-17 1.7% 39% False False 3,896
20 162-20 149-17 13-03 8.6% 2-02 1.4% 18% False False 2,104
40 165-07 149-17 15-22 10.3% 1-20 1.1% 15% False False 1,067
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 0-17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163-17
2.618 159-26
1.618 157-17
1.000 156-04
0.618 155-08
HIGH 153-27
0.618 152-31
0.500 152-22
0.382 152-14
LOW 151-18
0.618 150-05
1.000 149-09
1.618 147-28
2.618 145-19
4.250 141-28
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 152-22 152-10
PP 152-14 152-06
S1 152-06 152-02

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

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