ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 152-05 154-00 1-27 1.2% 153-08
High 154-00 155-03 1-03 0.7% 155-03
Low 152-00 153-14 1-14 0.9% 152-00
Close 153-22 154-14 0-24 0.5% 154-14
Range 2-00 1-21 -0-11 -17.2% 3-03
ATR 1-13 1-13 0-01 1.3% 0-00
Volume 166 1,859 1,693 1,019.9% 3,176
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 159-09 158-17 155-11
R3 157-20 156-28 154-29
R2 155-31 155-31 154-24
R1 155-07 155-07 154-19 155-19
PP 154-10 154-10 154-10 154-16
S1 153-18 153-18 154-09 153-30
S2 152-21 152-21 154-04
S3 151-00 151-29 153-31
S4 149-11 150-08 153-17
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
5 155-03 152-00 3-03 2.0% 1-10 0.8% 79% True False 635
10 155-03 149-20 5-15 3.5% 1-06 0.8% 88% True False 357
20 155-03 147-13 7-22 5.0% 1-11 0.9% 91% True False 219
40 155-03 145-30 9-05 5.9% 0-30 0.6% 93% True False 114
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 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162-04
2.618 159-14
1.618 157-25
1.000 156-24
0.618 156-04
HIGH 155-03
0.618 154-15
0.500 154-08
0.382 154-02
LOW 153-14
0.618 152-13
1.000 151-25
1.618 150-24
2.618 149-03
4.250 146-13
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 154-12 154-04
PP 154-10 153-27
S1 154-08 153-18

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

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