ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 157-12 158-24 1-12 0.9% 156-26
High 158-26 159-10 0-16 0.3% 159-10
Low 157-10 158-05 0-27 0.5% 155-14
Close 158-19 158-21 0-02 0.0% 158-21
Range 1-16 1-05 -0-11 -22.9% 3-28
ATR 1-21 1-20 -0-01 -2.1% 0-00
Volume 6,455 8,408 1,953 30.3% 21,973
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 162-06 161-18 159-09
R3 161-01 160-13 158-31
R2 159-28 159-28 158-28
R1 159-08 159-08 158-24 159-00
PP 158-23 158-23 158-23 158-18
S1 158-03 158-03 158-18 157-26
S2 157-18 157-18 158-14
S3 156-13 156-30 158-11
S4 155-08 155-25 158-01
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 169-14 167-29 160-25
R3 165-18 164-01 159-23
R2 161-22 161-22 159-12
R1 160-05 160-05 159-00 160-30
PP 157-26 157-26 157-26 158-06
S1 156-09 156-09 158-10 157-02
S2 153-30 153-30 157-30
S3 150-02 152-13 157-19
S4 146-06 148-17 156-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-10 155-14 3-28 2.4% 1-17 1.0% 83% True False 4,394
10 159-10 155-06 4-04 2.6% 1-24 1.1% 84% True False 3,382
20 159-10 152-00 7-10 4.6% 1-20 1.0% 91% True False 2,146
40 159-10 145-30 13-12 8.4% 1-15 0.9% 95% True False 1,107
60 159-10 145-30 13-12 8.4% 1-04 0.7% 95% True False 739
Crabel Price Patterns
NR True
NR4 True
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 0-12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 164-07
2.618 162-11
1.618 161-06
1.000 160-15
0.618 160-01
HIGH 159-10
0.618 158-28
0.500 158-24
0.382 158-19
LOW 158-05
0.618 157-14
1.000 157-00
1.618 156-09
2.618 155-04
4.250 153-08
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 158-24 158-07
PP 158-23 157-26
S1 158-22 157-12

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

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