ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 158-02 159-21 1-19 1.0% 158-25
High 159-24 159-22 -0-02 0.0% 159-05
Low 158-01 158-20 0-19 0.4% 155-26
Close 159-19 158-23 -0-28 -0.5% 156-29
Range 1-23 1-02 -0-21 -38.2% 3-11
ATR 1-24 1-22 -0-02 -2.8% 0-00
Volume 249,011 202,481 -46,530 -18.7% 1,113,653
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 162-06 161-17 159-10
R3 161-04 160-15 159-00
R2 160-02 160-02 158-29
R1 159-13 159-13 158-26 159-06
PP 159-00 159-00 159-00 158-29
S1 158-11 158-11 158-20 158-04
S2 157-30 157-30 158-17
S3 156-28 157-09 158-14
S4 155-26 156-07 158-04
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 167-10 165-15 158-24
R3 163-31 162-04 157-26
R2 160-20 160-20 157-17
R1 158-25 158-25 157-07 158-01
PP 157-09 157-09 157-09 156-30
S1 155-14 155-14 156-19 154-22
S2 153-30 153-30 156-09
S3 150-19 152-03 156-00
S4 147-08 148-24 155-02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-24 155-26 3-30 2.5% 1-09 0.8% 74% False False 179,393
10 160-20 155-26 4-26 3.0% 1-20 1.0% 60% False False 212,183
20 160-20 153-12 7-08 4.6% 1-24 1.1% 74% False False 228,551
40 161-17 151-25 9-24 6.1% 1-27 1.2% 71% False False 205,482
60 161-17 151-22 9-27 6.2% 1-24 1.1% 71% False False 137,457
80 161-17 145-30 15-19 9.8% 1-20 1.0% 82% False False 103,109
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 164-06
2.618 162-15
1.618 161-13
1.000 160-24
0.618 160-11
HIGH 159-22
0.618 159-09
0.500 159-05
0.382 159-01
LOW 158-20
0.618 157-31
1.000 157-18
1.618 156-29
2.618 155-27
4.250 154-04
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 159-05 158-22
PP 159-00 158-20
S1 158-28 158-19

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

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