ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 154-30 156-07 1-09 0.8% 153-08
High 156-13 156-11 -0-02 0.0% 155-03
Low 154-21 155-03 0-14 0.3% 152-00
Close 156-03 155-13 -0-22 -0.4% 154-14
Range 1-24 1-08 -0-16 -28.6% 3-03
ATR 1-14 1-14 0-00 -1.0% 0-00
Volume 1,420 1,045 -375 -26.4% 3,176
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 159-12 158-20 156-03
R3 158-04 157-12 155-24
R2 156-28 156-28 155-20
R1 156-04 156-04 155-17 155-28
PP 155-20 155-20 155-20 155-16
S1 154-28 154-28 155-09 154-20
S2 154-12 154-12 155-06
S3 153-04 153-20 155-02
S4 151-28 152-12 154-23
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% 1-17 1.0% 77% False False 965
10 156-13 151-02 5-11 3.4% 1-09 0.8% 81% False False 582
20 156-13 147-13 9-00 5.8% 1-11 0.9% 89% False False 339
40 156-13 145-30 10-15 6.7% 1-00 0.6% 90% False False 175
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161-21
2.618 159-20
1.618 158-12
1.000 157-19
0.618 157-04
HIGH 156-11
0.618 155-28
0.500 155-23
0.382 155-18
LOW 155-03
0.618 154-10
1.000 153-27
1.618 153-02
2.618 151-26
4.250 149-25
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 155-23 155-08
PP 155-20 155-03
S1 155-16 154-30

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

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