ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 149-20 148-14 -1-06 -0.8% 150-02
High 149-20 148-24 -0-28 -0.6% 153-00
Low 147-19 147-13 -0-06 -0.1% 147-19
Close 147-19 147-22 0-03 0.1% 147-19
Range 2-01 1-11 -0-22 -33.8% 5-13
ATR 1-24 1-23 -0-01 -1.6% 0-00
Volume 119 95 -24 -20.2% 480
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 151-31 151-06 148-14
R3 150-20 149-27 148-02
R2 149-09 149-09 147-30
R1 148-16 148-16 147-26 148-07
PP 147-30 147-30 147-30 147-26
S1 147-05 147-05 147-18 146-28
S2 146-19 146-19 147-14
S3 145-08 145-26 147-10
S4 143-29 144-15 146-30
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 165-20 162-00 150-18
R3 160-07 156-19 149-03
R2 154-26 154-26 148-19
R1 151-06 151-06 148-03 150-10
PP 149-13 149-13 149-13 148-30
S1 145-25 145-25 147-03 144-28
S2 144-00 144-00 146-19
S3 138-19 140-12 146-03
S4 133-06 134-31 144-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-00 147-13 5-19 3.8% 1-28 1.3% 5% False True 114
10 153-00 146-21 6-11 4.3% 1-20 1.1% 16% False False 69
20 153-00 145-30 7-02 4.8% 0-30 0.6% 25% False False 37
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 0-04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 154-15
2.618 152-09
1.618 150-30
1.000 150-03
0.618 149-19
HIGH 148-24
0.618 148-08
0.500 148-02
0.382 147-29
LOW 147-13
0.618 146-18
1.000 146-02
1.618 145-07
2.618 143-28
4.250 141-22
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 148-02 150-06
PP 147-30 149-12
S1 147-26 148-17

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

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