ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 152-01 153-19 1-18 1.0% 154-21
High 153-24 155-27 2-03 1.4% 155-27
Low 151-29 153-18 1-21 1.1% 151-25
Close 153-04 155-24 2-20 1.7% 155-24
Range 1-27 2-09 0-14 23.7% 4-02
ATR 1-26 1-28 0-02 3.5% 0-00
Volume 229,345 280,621 51,276 22.4% 1,074,603
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 161-29 161-03 157-00
R3 159-20 158-26 156-12
R2 157-11 157-11 156-05
R1 156-17 156-17 155-31 156-30
PP 155-02 155-02 155-02 155-08
S1 154-08 154-08 155-17 154-21
S2 152-25 152-25 155-11
S3 150-16 151-31 155-04
S4 148-07 149-22 154-16
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 166-21 165-08 158-00
R3 162-19 161-06 156-28
R2 158-17 158-17 156-16
R1 157-04 157-04 156-04 157-26
PP 154-15 154-15 154-15 154-26
S1 153-02 153-02 155-12 153-24
S2 150-13 150-13 155-00
S3 146-11 149-00 154-20
S4 142-09 144-30 153-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-27 151-25 4-02 2.6% 1-28 1.2% 98% True False 214,920
10 156-02 151-25 4-09 2.7% 1-26 1.2% 93% False False 221,327
20 161-17 151-25 9-24 6.3% 1-31 1.3% 41% False False 196,121
40 161-17 151-25 9-24 6.3% 1-25 1.1% 41% False False 98,925
60 161-17 145-30 15-19 10.0% 1-20 1.0% 63% False False 65,972
80 161-17 145-30 15-19 10.0% 1-10 0.8% 63% False False 49,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-08
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 165-17
2.618 161-26
1.618 159-17
1.000 158-04
0.618 157-08
HIGH 155-27
0.618 154-31
0.500 154-22
0.382 154-14
LOW 153-18
0.618 152-05
1.000 151-09
1.618 149-28
2.618 147-19
4.250 143-28
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 155-13 155-03
PP 155-02 154-15
S1 154-22 153-26

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

View Archives - Comment on this page... - Back to Index of Symbols