ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 156-31 156-01 -0-30 -0.6% 157-10
High 156-31 156-25 -0-06 -0.1% 157-20
Low 155-31 154-10 -1-21 -1.1% 155-05
Close 156-23 154-14 -2-09 -1.5% 155-23
Range 1-00 2-15 1-15 146.9% 2-15
ATR 1-10 1-13 0-03 6.3% 0-00
Volume
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 162-19 160-31 155-25
R3 160-04 158-16 155-04
R2 157-21 157-21 154-28
R1 156-01 156-01 154-21 155-20
PP 155-06 155-06 155-06 154-31
S1 153-18 153-18 154-07 153-04
S2 152-23 152-23 154-00
S3 150-08 151-03 153-24
S4 147-25 148-20 153-03
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
5 157-18 154-10 3-08 2.1% 1-16 1.0% 4% False True 184
10 157-28 154-10 3-18 2.3% 1-11 0.9% 4% False True 161
20 159-00 154-10 4-22 3.0% 1-13 0.9% 3% False True 114
40 159-00 150-14 8-18 5.5% 0-27 0.6% 47% False False 59
60 159-00 150-14 8-18 5.5% 0-18 0.4% 47% False False 39
80 159-00 146-17 12-15 8.1% 0-14 0.3% 63% False False 29
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 19 trading days
Fibonacci Retracements and Extensions
4.250 167-09
2.618 163-08
1.618 160-25
1.000 159-08
0.618 158-10
HIGH 156-25
0.618 155-27
0.500 155-18
0.382 155-08
LOW 154-10
0.618 152-25
1.000 151-27
1.618 150-10
2.618 147-27
4.250 143-26
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 155-18 155-30
PP 155-06 155-14
S1 154-26 154-30

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

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