ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 155-20 153-24 -1-28 -1.2% 154-21
High 155-23 156-01 0-10 0.2% 155-27
Low 153-12 153-23 0-11 0.2% 151-25
Close 153-16 155-24 2-08 1.5% 155-24
Range 2-11 2-10 -0-01 -1.3% 4-02
ATR 1-30 1-31 0-01 2.3% 0-00
Volume 178,967 222,615 43,648 24.4% 1,074,603
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 162-03 161-08 157-01
R3 159-25 158-30 156-12
R2 157-15 157-15 156-06
R1 156-20 156-20 155-31 157-02
PP 155-05 155-05 155-05 155-12
S1 154-10 154-10 155-17 154-24
S2 152-27 152-27 155-10
S3 150-17 152-00 155-04
S4 148-07 149-22 154-15
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
5 156-01 151-25 4-08 2.7% 1-31 1.3% 93% True False 221,562
10 156-01 151-25 4-08 2.7% 1-29 1.2% 93% True False 217,947
20 159-05 151-25 7-12 4.7% 2-00 1.3% 54% False False 214,612
40 161-17 151-25 9-24 6.3% 1-27 1.2% 41% False False 108,954
60 161-17 146-21 14-28 9.6% 1-22 1.1% 61% False False 72,664
80 161-17 145-30 15-19 10.0% 1-12 0.9% 63% False False 54,499
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 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165-28
2.618 162-03
1.618 159-25
1.000 158-11
0.618 157-15
HIGH 156-01
0.618 155-05
0.500 154-28
0.382 154-19
LOW 153-23
0.618 152-09
1.000 151-13
1.618 149-31
2.618 147-21
4.250 143-28
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 155-15 155-13
PP 155-05 155-02
S1 154-28 154-22

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

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