ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 158-27 160-09 1-14 0.9% 158-06
High 160-10 160-27 0-17 0.3% 160-27
Low 158-25 159-20 0-27 0.5% 156-30
Close 160-03 160-06 0-03 0.1% 160-06
Range 1-17 1-07 -0-10 -20.4% 3-29
ATR 1-25 1-24 -0-01 -2.3% 0-00
Volume 257,160 317,880 60,720 23.6% 1,255,570
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 163-28 163-08 160-27
R3 162-21 162-01 160-17
R2 161-14 161-14 160-13
R1 160-26 160-26 160-10 160-16
PP 160-07 160-07 160-07 160-02
S1 159-19 159-19 160-02 159-10
S2 159-00 159-00 159-31
S3 157-25 158-12 159-27
S4 156-18 157-05 159-17
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 171-01 169-17 162-11
R3 167-04 165-20 161-08
R2 163-07 163-07 160-29
R1 161-23 161-23 160-17 162-15
PP 159-10 159-10 159-10 159-22
S1 157-26 157-26 159-27 158-18
S2 155-13 155-13 159-15
S3 151-16 153-29 159-04
S4 147-19 150-00 158-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 160-27 156-30 3-29 2.4% 1-19 1.0% 83% True False 251,114
10 160-27 156-20 4-07 2.6% 1-25 1.1% 84% True False 262,788
20 160-27 153-13 7-14 4.6% 1-22 1.1% 91% True False 248,762
40 160-27 147-11 13-16 8.4% 1-26 1.1% 95% True False 253,593
60 160-27 147-11 13-16 8.4% 1-28 1.2% 95% True False 252,569
80 160-27 147-11 13-16 8.4% 1-30 1.2% 95% True False 200,603
100 165-07 147-11 17-28 11.2% 1-26 1.1% 72% False False 160,497
120 165-07 147-11 17-28 11.2% 1-19 1.0% 72% False False 133,750
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-13
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 166-01
2.618 164-01
1.618 162-26
1.000 162-02
0.618 161-19
HIGH 160-27
0.618 160-12
0.500 160-08
0.382 160-03
LOW 159-20
0.618 158-28
1.000 158-13
1.618 157-21
2.618 156-14
4.250 154-14
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 160-08 159-24
PP 160-07 159-10
S1 160-06 158-28

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

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