ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 154-00 154-30 0-30 0.6% 153-08
High 155-03 156-13 1-10 0.8% 155-03
Low 153-14 154-21 1-07 0.8% 152-00
Close 154-14 156-03 1-21 1.1% 154-14
Range 1-21 1-24 0-03 5.7% 3-03
ATR 1-13 1-14 0-01 2.8% 0-00
Volume 1,859 1,420 -439 -23.6% 3,176
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 160-31 160-09 157-02
R3 159-07 158-17 156-18
R2 157-15 157-15 156-13
R1 156-25 156-25 156-08 157-04
PP 155-23 155-23 155-23 155-28
S1 155-01 155-01 155-30 155-12
S2 153-31 153-31 155-25
S3 152-07 153-09 155-20
S4 150-15 151-17 155-04
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 163-04 161-28 156-04
R3 160-01 158-25 155-09
R2 156-30 156-30 155-00
R1 155-22 155-22 154-23 156-10
PP 153-27 153-27 153-27 154-05
S1 152-19 152-19 154-05 153-07
S2 150-24 150-24 153-28
S3 147-21 149-16 153-19
S4 144-18 146-13 152-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-13 152-00 4-13 2.8% 1-15 0.9% 93% True False 846
10 156-13 149-20 6-25 4.3% 1-09 0.8% 95% True False 497
20 156-13 147-13 9-00 5.8% 1-12 0.9% 97% True False 290
40 156-13 145-30 10-15 6.7% 0-31 0.6% 97% True False 149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 163-27
2.618 161-00
1.618 159-08
1.000 158-05
0.618 157-16
HIGH 156-13
0.618 155-24
0.500 155-17
0.382 155-10
LOW 154-21
0.618 153-18
1.000 152-29
1.618 151-26
2.618 150-02
4.250 147-07
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 155-29 155-15
PP 155-23 154-27
S1 155-17 154-06

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

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