ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 157-00 158-00 1-00 0.6% 156-00
High 158-08 158-07 -0-01 0.0% 157-17
Low 156-28 157-08 0-12 0.2% 154-13
Close 158-05 157-09 -0-28 -0.6% 155-16
Range 1-12 0-31 -0-13 -29.5% 3-04
ATR 1-13 1-12 -0-01 -2.2% 0-00
Volume 501 0 -501 -100.0% 129
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 160-16 159-27 157-26
R3 159-17 158-28 157-18
R2 158-18 158-18 157-15
R1 157-29 157-29 157-12 157-24
PP 157-19 157-19 157-19 157-16
S1 156-30 156-30 157-06 156-25
S2 156-20 156-20 157-03
S3 155-21 155-31 157-00
S4 154-22 155-00 156-24
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% 1-03 0.7% 75% False False 125
10 159-00 154-13 4-19 2.9% 1-15 0.9% 63% False False 66
20 159-00 152-04 6-28 4.4% 1-01 0.7% 75% False False 37
40 159-00 150-14 8-18 5.4% 0-17 0.3% 80% False False 18
60 159-00 150-14 8-18 5.4% 0-11 0.2% 80% False False 12
80 159-00 144-28 14-04 9.0% 0-08 0.2% 88% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162-11
2.618 160-24
1.618 159-25
1.000 159-06
0.618 158-26
HIGH 158-07
0.618 157-27
0.500 157-24
0.382 157-20
LOW 157-08
0.618 156-21
1.000 156-09
1.618 155-22
2.618 154-23
4.250 153-04
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 157-24 157-08
PP 157-19 157-07
S1 157-14 157-06

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

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