ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 26-May-2015

Day Change Summary
	Previous	Current
	22-May-2015	26-May-2015	Change	Change %	Previous Week
Open	152-19	152-17	-0-02	0.0%	153-23
High	153-11	154-26	1-15	1.0%	153-27
Low	151-31	152-13	0-14	0.3%	150-11
Close	152-08	154-22	2-14	1.6%	152-08
Range	1-12	2-13	1-01	75.0%	3-16
ATR	2-00	2-01	0-01	2.0%	0-00
Volume	39,204	257,119	217,915	555.8%	69,737

Daily Pivots for day following 26-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-06	160-11	156-00
R3	158-25	157-30	155-11
R2	156-12	156-12	155-04
R1	155-17	155-17	154-29	155-30
PP	153-31	153-31	153-31	154-06
S1	153-04	153-04	154-15	153-18
S2	151-18	151-18	154-08
S3	149-05	150-23	154-01
S4	146-24	148-10	153-12

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-21	160-30	154-06
R3	159-05	157-14	153-07
R2	155-21	155-21	152-29
R1	153-30	153-30	152-18	153-02
PP	152-05	152-05	152-05	151-22
S1	150-14	150-14	151-30	149-18
S2	148-21	148-21	151-19
S3	145-05	146-30	151-09
S4	141-21	143-14	150-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-26	150-11	4-15	2.9%	1-29	1.2%	97%	True	False	64,687
10	154-26	149-17	5-09	3.4%	2-06	1.4%	98%	True	False	35,543
20	160-31	149-17	11-14	7.4%	2-06	1.4%	45%	False	False	18,247
40	165-07	149-17	15-22	10.1%	1-23	1.1%	33%	False	False	9,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	165-01
2.618	161-04
1.618	158-23
1.000	157-07
0.618	156-10
HIGH	154-26
0.618	153-29
0.500	153-20
0.382	153-10
LOW	152-13
0.618	150-29
1.000	150-00
1.618	148-16
2.618	146-03
4.250	142-06

Fisher Pivots for day following 26-May-2015
Pivot	1 day	3 day
R1	154-10	154-04
PP	153-31	153-17
S1	153-20	152-30

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