ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 152-30 151-02 -1-28 -1.2% 155-21
High 153-05 151-04 -2-01 -1.3% 155-21
Low 150-16 150-03 -0-13 -0.3% 150-16
Close 151-00 150-25 -0-07 -0.1% 151-00
Range 2-21 1-01 -1-20 -61.2% 5-05
ATR 1-14 1-13 -0-01 -2.0% 0-00
Volume
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 153-24 153-10 151-11
R3 152-23 152-09 151-02
R2 151-22 151-22 150-31
R1 151-08 151-08 150-28 150-31
PP 150-21 150-21 150-21 150-17
S1 150-07 150-07 150-22 149-30
S2 149-20 149-20 150-19
S3 148-19 149-06 150-16
S4 147-18 148-05 150-07
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 167-27 164-19 153-27
R3 162-22 159-14 152-13
R2 157-17 157-17 151-30
R1 154-09 154-09 151-15 153-11
PP 152-12 152-12 152-12 151-29
S1 149-04 149-04 150-17 148-05
S2 147-07 147-07 150-02
S3 142-02 143-31 149-19
S4 136-29 138-26 148-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-27 150-03 4-24 3.2% 1-16 1.0% 14% False True 104
10 157-18 150-03 7-15 5.0% 1-14 1.0% 9% False True 251
20 158-08 150-03 8-05 5.4% 1-10 0.9% 8% False True 188
40 159-00 150-03 8-29 5.9% 1-03 0.7% 8% False True 100
60 159-00 150-03 8-29 5.9% 0-23 0.5% 8% False True 67
80 159-00 149-07 9-25 6.5% 0-18 0.4% 16% False False 50
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 155-16
2.618 153-26
1.618 152-25
1.000 152-05
0.618 151-24
HIGH 151-04
0.618 150-23
0.500 150-20
0.382 150-16
LOW 150-03
0.618 149-15
1.000 149-02
1.618 148-14
2.618 147-13
4.250 145-23
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 150-23 151-27
PP 150-21 151-15
S1 150-20 151-04

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

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