ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 152-27 154-01 1-06 0.8% 152-16
High 153-21 154-07 0-18 0.4% 153-21
Low 152-23 153-03 0-12 0.2% 151-12
Close 153-12 153-08 -0-04 -0.1% 153-12
Range 0-30 1-04 0-06 20.0% 2-09
ATR 1-13 1-13 -0-01 -1.5% 0-00
Volume 210,684 187,365 -23,319 -11.1% 1,011,034
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 156-29 156-06 153-28
R3 155-25 155-02 153-18
R2 154-21 154-21 153-15
R1 153-30 153-30 153-11 153-24
PP 153-17 153-17 153-17 153-13
S1 152-26 152-26 153-05 152-20
S2 152-13 152-13 153-01
S3 151-09 151-22 152-30
S4 150-05 150-18 152-20
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 159-21 158-25 154-20
R3 157-12 156-16 154-00
R2 155-03 155-03 153-25
R1 154-07 154-07 153-19 154-21
PP 152-26 152-26 152-26 153-00
S1 151-30 151-30 153-05 152-12
S2 150-17 150-17 152-31
S3 148-08 149-21 152-24
S4 145-31 147-12 152-04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 154-07 151-26 2-13 1.6% 1-00 0.6% 60% True False 188,430
10 156-09 151-12 4-29 3.2% 1-09 0.8% 38% False False 231,333
20 159-02 151-12 7-22 5.0% 1-12 0.9% 24% False False 237,476
40 160-20 151-12 9-08 6.0% 1-16 1.0% 20% False False 230,315
60 161-17 151-12 10-05 6.6% 1-22 1.1% 18% False False 221,760
80 161-17 151-12 10-05 6.6% 1-21 1.1% 18% False False 166,856
100 161-17 145-30 15-19 10.2% 1-19 1.0% 47% False False 133,499
120 161-17 145-30 15-19 10.2% 1-13 0.9% 47% False False 111,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 159-00
2.618 157-05
1.618 156-01
1.000 155-11
0.618 154-29
HIGH 154-07
0.618 153-25
0.500 153-21
0.382 153-17
LOW 153-03
0.618 152-13
1.000 151-31
1.618 151-09
2.618 150-05
4.250 148-10
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 153-21 153-06
PP 153-17 153-04
S1 153-12 153-02

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

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