ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 157-10 157-27 0-17 0.3% 155-20
High 158-05 157-28 -0-09 -0.2% 157-16
Low 156-24 156-24 0-00 0.0% 153-12
Close 157-29 157-11 -0-18 -0.4% 155-14
Range 1-13 1-04 -0-09 -20.0% 4-04
ATR 1-29 1-27 -0-02 -2.8% 0-00
Volume 282,496 273,630 -8,866 -3.1% 1,158,634
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 160-22 160-05 157-31
R3 159-18 159-01 157-21
R2 158-14 158-14 157-18
R1 157-29 157-29 157-14 157-20
PP 157-10 157-10 157-10 157-06
S1 156-25 156-25 157-08 156-16
S2 156-06 156-06 157-04
S3 155-02 155-21 157-01
S4 153-30 154-17 156-23
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
5 158-05 155-04 3-01 1.9% 1-21 1.1% 73% False False 267,949
10 158-05 151-29 6-08 4.0% 1-28 1.2% 87% False False 245,035
20 158-05 151-25 6-12 4.1% 1-25 1.1% 87% False False 225,893
40 161-17 151-25 9-24 6.2% 1-29 1.2% 57% False False 147,292
60 161-17 147-13 14-04 9.0% 1-23 1.1% 70% False False 98,308
80 161-17 145-30 15-19 9.9% 1-14 0.9% 73% False False 73,734
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 162-21
2.618 160-26
1.618 159-22
1.000 159-00
0.618 158-18
HIGH 157-28
0.618 157-14
0.500 157-10
0.382 157-06
LOW 156-24
0.618 156-02
1.000 155-20
1.618 154-30
2.618 153-26
4.250 151-31
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 157-11 157-05
PP 157-10 157-00
S1 157-10 156-26

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

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