ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 157-27 155-31 -1-28 -1.2% 157-03
High 158-08 156-21 -1-19 -1.0% 159-02
Low 155-21 155-22 0-01 0.0% 155-21
Close 155-27 156-14 0-19 0.4% 156-14
Range 2-19 0-31 -1-20 -62.7% 3-13
ATR 1-20 1-18 -0-01 -2.8% 0-00
Volume 352,765 293,614 -59,151 -16.8% 1,270,666
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 159-05 158-25 156-31
R3 158-06 157-26 156-23
R2 157-07 157-07 156-20
R1 156-27 156-27 156-17 157-01
PP 156-08 156-08 156-08 156-12
S1 155-28 155-28 156-11 156-02
S2 155-09 155-09 156-08
S3 154-10 154-29 156-05
S4 153-11 153-30 155-29
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 167-09 165-08 158-10
R3 163-28 161-27 157-12
R2 160-15 160-15 157-02
R1 158-14 158-14 156-24 157-24
PP 157-02 157-02 157-02 156-22
S1 155-01 155-01 156-04 154-11
S2 153-21 153-21 155-26
S3 150-08 151-20 155-16
S4 146-27 148-07 154-18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-02 155-21 3-13 2.2% 1-14 0.9% 23% False False 254,133
10 159-02 155-21 3-13 2.2% 1-16 1.0% 23% False False 240,767
20 159-24 155-21 4-03 2.6% 1-14 0.9% 19% False False 217,827
40 160-20 151-25 8-27 5.7% 1-21 1.1% 53% False False 226,909
60 161-17 151-25 9-24 6.2% 1-25 1.1% 48% False False 180,211
80 161-17 147-13 14-04 9.0% 1-21 1.1% 64% False False 135,261
100 161-17 145-30 15-19 10.0% 1-16 0.9% 67% False False 108,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 160-25
2.618 159-06
1.618 158-07
1.000 157-20
0.618 157-08
HIGH 156-21
0.618 156-09
0.500 156-06
0.382 156-02
LOW 155-22
0.618 155-03
1.000 154-23
1.618 154-04
2.618 153-05
4.250 151-18
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 156-11 157-02
PP 156-08 156-27
S1 156-06 156-21

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

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