ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 150-18 150-19 0-01 0.0% 148-14
High 150-25 151-03 0-10 0.2% 150-27
Low 149-31 149-20 -0-11 -0.2% 147-13
Close 150-09 150-28 0-19 0.4% 150-21
Range 0-26 1-15 0-21 80.8% 3-14
ATR 1-17 1-17 0-00 -0.3% 0-00
Volume 24 194 170 708.3% 335
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 154-30 154-12 151-22
R3 153-15 152-29 151-09
R2 152-00 152-00 151-05
R1 151-14 151-14 151-00 151-23
PP 150-17 150-17 150-17 150-22
S1 149-31 149-31 150-24 150-08
S2 149-02 149-02 150-19
S3 147-19 148-16 150-15
S4 146-04 147-01 150-02
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 159-30 158-24 152-18
R3 156-16 155-10 151-19
R2 153-02 153-02 151-09
R1 151-28 151-28 150-31 152-15
PP 149-20 149-20 149-20 149-30
S1 148-14 148-14 150-11 149-01
S2 146-06 146-06 150-01
S3 142-24 145-00 149-23
S4 139-10 141-18 148-24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 151-03 147-19 3-16 2.3% 1-09 0.8% 94% True False 87
10 153-00 147-13 5-19 3.7% 1-14 0.9% 62% False False 96
20 153-00 145-30 7-02 4.7% 1-06 0.8% 70% False False 59
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157-11
2.618 154-30
1.618 153-15
1.000 152-18
0.618 152-00
HIGH 151-03
0.618 150-17
0.500 150-12
0.382 150-06
LOW 149-20
0.618 148-23
1.000 148-05
1.618 147-08
2.618 145-25
4.250 143-12
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 150-22 150-22
PP 150-17 150-17
S1 150-12 150-12

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

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