ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 156-06 156-31 0-25 0.5% 156-00
High 157-08 157-20 0-12 0.2% 158-08
Low 156-05 156-12 0-07 0.1% 155-12
Close 156-31 156-31 0-00 0.0% 157-16
Range 1-03 1-08 0-05 14.3% 2-28
ATR 1-11 1-11 0-00 -0.5% 0-00
Volume 379 0 -379 -100.0% 816
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 160-24 160-03 157-21
R3 159-16 158-27 157-10
R2 158-08 158-08 157-06
R1 157-19 157-19 157-03 157-19
PP 157-00 157-00 157-00 157-00
S1 156-11 156-11 156-27 156-11
S2 155-24 155-24 156-24
S3 154-16 155-03 156-20
S4 153-08 153-27 156-09
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 165-21 164-15 159-03
R3 162-25 161-19 158-09
R2 159-29 159-29 158-01
R1 158-23 158-23 157-24 159-10
PP 157-01 157-01 157-01 157-11
S1 155-27 155-27 157-08 156-14
S2 154-05 154-05 156-31
S3 151-09 152-31 156-23
S4 148-13 150-03 155-29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-28 155-22 2-06 1.4% 1-06 0.8% 59% False False 138
10 158-08 154-13 3-27 2.4% 1-05 0.7% 67% False False 131
20 159-00 154-02 4-30 3.1% 1-09 0.8% 59% False False 71
40 159-00 150-14 8-18 5.5% 0-21 0.4% 76% False False 36
60 159-00 150-14 8-18 5.5% 0-14 0.3% 76% False False 24
80 159-00 146-05 12-27 8.2% 0-11 0.2% 84% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162-30
2.618 160-29
1.618 159-21
1.000 158-28
0.618 158-13
HIGH 157-20
0.618 157-05
0.500 157-00
0.382 156-27
LOW 156-12
0.618 155-19
1.000 155-04
1.618 154-11
2.618 153-03
4.250 151-02
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 157-00 156-28
PP 157-00 156-24
S1 156-31 156-21

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

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