ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 156-31 156-09 -0-22 -0.4% 157-10
High 157-20 157-02 -0-18 -0.4% 157-20
Low 156-12 155-05 -1-07 -0.8% 155-05
Close 156-31 155-23 -1-08 -0.8% 155-23
Range 1-08 1-29 0-21 52.5% 2-15
ATR 1-11 1-12 0-01 3.1% 0-00
Volume
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 161-22 160-20 156-25
R3 159-25 158-23 156-08
R2 157-28 157-28 156-02
R1 156-26 156-26 155-29 156-13
PP 155-31 155-31 155-31 155-25
S1 154-29 154-29 155-17 154-16
S2 154-02 154-02 155-12
S3 152-05 153-00 155-06
S4 150-08 151-03 154-21
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 163-18 162-04 157-02
R3 161-03 159-21 156-13
R2 158-20 158-20 156-05
R1 157-06 157-06 155-30 156-22
PP 156-05 156-05 156-05 155-29
S1 154-23 154-23 155-16 154-07
S2 153-22 153-22 155-09
S3 151-07 152-08 155-01
S4 148-24 149-25 154-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-20 155-05 2-15 1.6% 1-13 0.9% 23% False True 75
10 158-08 155-05 3-03 2.0% 1-07 0.8% 18% False True 119
20 159-00 154-13 4-19 2.9% 1-09 0.8% 29% False False 71
40 159-00 150-14 8-18 5.5% 0-23 0.5% 62% False False 35
60 159-00 150-14 8-18 5.5% 0-15 0.3% 62% False False 24
80 159-00 146-16 12-16 8.0% 0-11 0.2% 74% False False 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 165-05
2.618 162-02
1.618 160-05
1.000 158-31
0.618 158-08
HIGH 157-02
0.618 156-11
0.500 156-04
0.382 155-28
LOW 155-05
0.618 153-31
1.000 153-08
1.618 152-02
2.618 150-05
4.250 147-02
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 156-04 156-13
PP 155-31 156-05
S1 155-27 155-30

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

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