ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 156-09 155-23 -0-18 -0.4% 157-10
High 157-02 156-24 -0-10 -0.2% 157-20
Low 155-05 155-21 0-16 0.3% 155-05
Close 155-23 156-18 0-27 0.5% 155-23
Range 1-29 1-03 -0-26 -42.6% 2-15
ATR 1-12 1-11 -0-01 -1.4% 0-00
Volume 0 69 69 379
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 159-19 159-06 157-05
R3 158-16 158-03 156-28
R2 157-13 157-13 156-24
R1 157-00 157-00 156-21 157-06
PP 156-10 156-10 156-10 156-14
S1 155-29 155-29 156-15 156-04
S2 155-07 155-07 156-12
S3 154-04 154-26 156-08
S4 153-01 153-23 155-31
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% 1-12 0.9% 57% False False 89
10 158-08 155-05 3-03 2.0% 1-07 0.8% 45% False False 126
20 159-00 154-13 4-19 2.9% 1-10 0.8% 47% False False 74
40 159-00 150-14 8-18 5.5% 0-24 0.5% 72% False False 37
60 159-00 150-14 8-18 5.5% 0-16 0.3% 72% False False 25
80 159-00 146-17 12-15 8.0% 0-12 0.2% 80% False False 18
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 0-10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161-13
2.618 159-20
1.618 158-17
1.000 157-27
0.618 157-14
HIGH 156-24
0.618 156-11
0.500 156-07
0.382 156-02
LOW 155-21
0.618 154-31
1.000 154-18
1.618 153-28
2.618 152-25
4.250 151-00
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 156-14 156-16
PP 156-10 156-14
S1 156-07 156-13

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

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