ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 156-17 155-07 -1-10 -0.8% 156-00
High 156-25 155-21 -1-04 -0.7% 157-17
Low 154-26 154-13 -0-13 -0.3% 154-13
Close 154-31 155-16 0-17 0.3% 155-16
Range 1-31 1-08 -0-23 -36.5% 3-04
ATR 1-14 1-13 0-00 -0.9% 0-00
Volume 0 122 122 129
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 158-30 158-15 156-06
R3 157-22 157-07 155-27
R2 156-14 156-14 155-23
R1 155-31 155-31 155-20 156-07
PP 155-06 155-06 155-06 155-10
S1 154-23 154-23 155-12 154-31
S2 153-30 153-30 155-09
S3 152-22 153-15 155-05
S4 151-14 152-07 154-26
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 165-06 163-15 157-07
R3 162-02 160-11 156-12
R2 158-30 158-30 156-02
R1 157-07 157-07 155-25 156-17
PP 155-26 155-26 155-26 155-15
S1 154-03 154-03 155-07 153-13
S2 152-22 152-22 154-30
S3 149-18 150-31 154-20
S4 146-14 147-27 153-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-17 154-13 3-04 2.0% 1-15 0.9% 35% False True 25
10 159-00 154-13 4-19 3.0% 1-12 0.9% 24% False True 23
20 159-00 150-14 8-18 5.5% 0-26 0.5% 59% False False 12
40 159-00 150-14 8-18 5.5% 0-13 0.3% 59% False False 6
60 159-00 149-07 9-25 6.3% 0-09 0.2% 64% False False 4
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 0-07
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160-31
2.618 158-30
1.618 157-22
1.000 156-29
0.618 156-14
HIGH 155-21
0.618 155-06
0.500 155-01
0.382 154-28
LOW 154-13
0.618 153-20
1.000 153-05
1.618 152-12
2.618 151-04
4.250 149-03
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 155-11 155-19
PP 155-06 155-18
S1 155-01 155-17

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

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