ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 156-10 157-00 0-22 0.4% 156-00
High 156-30 158-08 1-10 0.8% 157-17
Low 156-03 156-28 0-25 0.5% 154-13
Close 156-13 158-05 1-24 1.1% 155-16
Range 0-27 1-12 0-17 63.0% 3-04
ATR 1-11 1-13 0-01 2.6% 0-00
Volume 0 501 501 129
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 161-28 161-13 158-29
R3 160-16 160-01 158-17
R2 159-04 159-04 158-13
R1 158-21 158-21 158-09 158-29
PP 157-24 157-24 157-24 157-28
S1 157-09 157-09 158-01 157-17
S2 156-12 156-12 157-29
S3 155-00 155-29 157-25
S4 153-20 154-17 157-13
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
5 158-08 154-13 3-27 2.4% 1-10 0.8% 98% True False 125
10 159-00 154-13 4-19 2.9% 1-15 0.9% 82% False False 68
20 159-00 151-24 7-08 4.6% 1-00 0.6% 88% False False 37
40 159-00 150-14 8-18 5.4% 0-16 0.3% 90% False False 18
60 159-00 150-14 8-18 5.4% 0-11 0.2% 90% False False 12
80 159-00 144-28 14-04 8.9% 0-08 0.2% 94% False False 9
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 0-08
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164-03
2.618 161-27
1.618 160-15
1.000 159-20
0.618 159-03
HIGH 158-08
0.618 157-23
0.500 157-18
0.382 157-13
LOW 156-28
0.618 156-01
1.000 155-16
1.618 154-21
2.618 153-09
4.250 151-01
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 157-31 157-23
PP 157-24 157-08
S1 157-18 156-26

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

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