ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 156-08 155-18 -0-22 -0.4% 160-28
High 157-24 157-03 -0-21 -0.4% 163-01
Low 155-14 155-09 -0-05 -0.1% 155-13
Close 156-04 156-04 0-00 0.0% 156-23
Range 2-10 1-26 -0-16 -21.6% 7-20
ATR 2-02 2-01 -0-01 -0.8% 0-00
Volume 65,674 32,108 -33,566 -51.1% 2,265,232
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 161-19 160-22 157-04
R3 159-25 158-28 156-20
R2 157-31 157-31 156-15
R1 157-02 157-02 156-09 157-16
PP 156-05 156-05 156-05 156-13
S1 155-08 155-08 155-31 155-22
S2 154-11 154-11 155-25
S3 152-17 153-14 155-20
S4 150-23 151-20 155-04
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 181-08 176-20 160-29
R3 173-20 169-00 158-26
R2 166-00 166-00 158-04
R1 161-12 161-12 157-13 159-28
PP 158-12 158-12 158-12 157-20
S1 153-24 153-24 156-01 152-08
S2 150-24 150-24 155-10
S3 143-04 146-04 154-20
S4 135-16 138-16 152-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-09 155-09 4-00 2.6% 2-08 1.4% 21% False True 269,155
10 163-01 155-09 7-24 5.0% 2-08 1.4% 11% False True 323,872
20 163-01 155-07 7-26 5.0% 2-02 1.3% 12% False False 286,563
40 163-01 148-05 14-28 9.5% 1-27 1.2% 54% False False 262,204
60 163-01 147-11 15-22 10.0% 1-30 1.2% 56% False False 261,083
80 163-01 147-11 15-22 10.0% 1-31 1.3% 56% False False 230,052
100 164-04 147-11 16-25 10.7% 1-29 1.2% 52% False False 184,126
120 165-07 147-11 17-28 11.4% 1-24 1.1% 49% False False 153,441
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 0-16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164-26
2.618 161-27
1.618 160-01
1.000 158-29
0.618 158-07
HIGH 157-03
0.618 156-13
0.500 156-06
0.382 155-31
LOW 155-09
0.618 154-05
1.000 153-15
1.618 152-11
2.618 150-17
4.250 147-18
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 156-06 156-18
PP 156-05 156-13
S1 156-05 156-09

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

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