ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 156-01 154-09 -1-24 -1.1% 155-23
High 156-25 155-08 -1-17 -1.0% 157-18
Low 154-10 154-09 -0-01 0.0% 154-09
Close 154-14 155-03 0-21 0.4% 155-03
Range 2-15 0-31 -1-16 -60.8% 3-09
ATR 1-13 1-12 -0-01 -2.2% 0-00
Volume 0 1,135 1,135 2,059
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 157-25 157-13 155-20
R3 156-26 156-14 155-12
R2 155-27 155-27 155-09
R1 155-15 155-15 155-06 155-21
PP 154-28 154-28 154-28 154-31
S1 154-16 154-16 155-00 154-22
S2 153-29 153-29 154-29
S3 152-30 153-17 154-26
S4 151-31 152-18 154-18
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 165-16 163-18 156-29
R3 162-07 160-09 156-00
R2 158-30 158-30 155-22
R1 157-00 157-00 155-13 156-11
PP 155-21 155-21 155-21 155-10
S1 153-23 153-23 154-25 153-02
S2 152-12 152-12 154-16
S3 149-03 150-14 154-06
S4 145-26 147-05 153-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-18 154-09 3-09 2.1% 1-10 0.9% 25% False True 411
10 157-20 154-09 3-11 2.2% 1-12 0.9% 24% False True 243
20 158-08 154-09 3-31 2.6% 1-10 0.8% 20% False True 169
40 159-00 150-14 8-18 5.5% 0-28 0.6% 54% False False 87
60 159-00 150-14 8-18 5.5% 0-19 0.4% 54% False False 58
80 159-00 146-17 12-15 8.0% 0-14 0.3% 69% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-11
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 159-12
2.618 157-25
1.618 156-26
1.000 156-07
0.618 155-27
HIGH 155-08
0.618 154-28
0.500 154-25
0.382 154-21
LOW 154-09
0.618 153-22
1.000 153-10
1.618 152-23
2.618 151-24
4.250 150-05
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 155-00 155-20
PP 154-28 155-14
S1 154-25 155-09

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

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