ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	155-28	155-26	-0-02	0.0%	156-08
High	156-10	156-04	-0-06	-0.1%	157-24
Low	153-29	155-02	1-05	0.8%	155-07
Close	156-05	155-09	-0-28	-0.6%	157-10
Range	2-13	1-02	-1-11	-55.8%	2-17
ATR	1-31	1-29	-0-02	-3.2%	0-00
Volume	5,536	3,670	-1,866	-33.7%	131,554

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	158-22	158-01	155-28
R3	157-20	156-31	155-18
R2	156-18	156-18	155-15
R1	155-29	155-29	155-12	155-22
PP	155-16	155-16	155-16	155-12
S1	154-27	154-27	155-06	154-20
S2	154-14	154-14	155-03
S3	153-12	153-25	155-00
S4	152-10	152-23	154-22

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-11	163-12	158-23
R3	161-26	160-27	158-00
R2	159-09	159-09	157-25
R1	158-10	158-10	157-17	158-26
PP	156-24	156-24	156-24	157-00
S1	155-25	155-25	157-03	156-08
S2	154-07	154-07	156-27
S3	151-22	153-08	156-20
S4	149-05	150-23	155-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-17	153-29	3-20	2.3%	1-21	1.1%	38%	False	False	7,030
10	157-27	153-29	3-30	2.5%	1-23	1.1%	35%	False	False	84,724
20	163-01	153-29	9-04	5.9%	1-29	1.2%	15%	False	False	209,960
40	163-01	150-00	13-01	8.4%	1-24	1.1%	41%	False	False	223,525
60	163-01	147-11	15-22	10.1%	1-29	1.2%	51%	False	False	238,570
80	163-01	147-11	15-22	10.1%	1-29	1.2%	51%	False	False	230,225
100	163-01	147-11	15-22	10.1%	1-30	1.2%	51%	False	False	184,601
120	165-07	147-11	17-28	11.5%	1-26	1.2%	44%	False	False	153,839

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	0-11
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	160-20
2.618	158-29
1.618	157-27
1.000	157-06
0.618	156-25
HIGH	156-04
0.618	155-23
0.500	155-19
0.382	155-15
LOW	155-02
0.618	154-13
1.000	154-00
1.618	153-11
2.618	152-09
4.250	150-18

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	155-19	155-20
PP	155-16	155-17
S1	155-12	155-13

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