ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 20-May-2015

Day Change Summary
	Previous	Current
	19-May-2015	20-May-2015	Change	Change %	Previous Week
Open	151-22	150-24	-0-30	-0.6%	155-00
High	152-26	151-25	-1-01	-0.7%	155-00
Low	150-11	150-12	0-01	0.0%	149-17
Close	151-15	151-06	-0-09	-0.2%	154-02
Range	2-15	1-13	-1-02	-43.0%	5-15
ATR	2-04	2-02	-0-02	-2.4%	0-00
Volume	6,183	6,904	721	11.7%	30,533

Daily Pivots for day following 20-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	155-11	154-21	151-31
R3	153-30	153-08	151-18
R2	152-17	152-17	151-14
R1	151-27	151-27	151-10	152-06
PP	151-04	151-04	151-04	151-09
S1	150-14	150-14	151-02	150-25
S2	149-23	149-23	150-30
S3	148-10	149-01	150-26
S4	146-29	147-20	150-13

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	150-11	3-30	2.6%	2-02	1.4%	21%	False	False	7,672
10	155-23	149-17	6-06	4.1%	2-16	1.7%	27%	False	False	5,112
20	161-17	149-17	12-00	7.9%	2-03	1.4%	14%	False	False	2,756
40	165-07	149-17	15-22	10.4%	1-21	1.1%	11%	False	False	1,393

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-19
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	157-24
2.618	155-15
1.618	154-02
1.000	153-06
0.618	152-21
HIGH	151-25
0.618	151-08
0.500	151-02
0.382	150-29
LOW	150-12
0.618	149-16
1.000	148-31
1.618	148-03
2.618	146-22
4.250	144-13

Fisher Pivots for day following 20-May-2015
Pivot	1 day	3 day
R1	151-05	152-03
PP	151-04	151-25
S1	151-02	151-16

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