ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 155-16 156-10 0-26 0.5% 155-20
High 157-16 156-21 -0-27 -0.5% 157-16
Low 155-13 155-04 -0-09 -0.2% 153-12
Close 156-22 155-14 -1-08 -0.8% 155-14
Range 2-03 1-17 -0-18 -26.9% 4-04
ATR 1-30 1-29 -0-01 -1.4% 0-00
Volume 289,838 268,148 -21,690 -7.5% 1,158,634
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 160-11 159-13 156-09
R3 158-26 157-28 155-27
R2 157-09 157-09 155-23
R1 156-11 156-11 155-18 156-02
PP 155-24 155-24 155-24 155-19
S1 154-26 154-26 155-10 154-16
S2 154-07 154-07 155-05
S3 152-22 153-09 155-01
S4 151-05 151-24 154-19
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 167-26 165-24 157-23
R3 163-22 161-20 156-18
R2 159-18 159-18 156-06
R1 157-16 157-16 155-26 156-15
PP 155-14 155-14 155-14 154-30
S1 153-12 153-12 155-02 152-11
S2 151-10 151-10 154-22
S3 147-06 149-08 154-10
S4 143-02 145-04 153-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-16 153-12 4-04 2.7% 1-31 1.3% 50% False False 231,726
10 157-16 151-25 5-23 3.7% 1-30 1.2% 64% False False 223,323
20 157-16 151-25 5-23 3.7% 1-26 1.2% 64% False False 223,191
40 161-17 151-25 9-24 6.3% 1-29 1.2% 38% False False 127,856
60 161-17 146-21 14-28 9.6% 1-22 1.1% 59% False False 85,280
80 161-17 145-30 15-19 10.0% 1-13 0.9% 61% False False 63,962
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 163-05
2.618 160-21
1.618 159-04
1.000 158-06
0.618 157-19
HIGH 156-21
0.618 156-02
0.500 155-28
0.382 155-23
LOW 155-04
0.618 154-06
1.000 153-19
1.618 152-21
2.618 151-04
4.250 148-20
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 155-28 156-03
PP 155-24 155-28
S1 155-19 155-21

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

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