ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 155-09 155-08 -0-01 0.0% 154-13
High 155-30 155-25 -0-05 -0.1% 155-30
Low 155-05 154-29 -0-08 -0.2% 153-27
Close 155-08 155-13 0-05 0.1% 155-08
Range 0-25 0-28 0-03 12.0% 2-03
ATR 1-08 1-07 -0-01 -2.1% 0-00
Volume 83,861 64,706 -19,155 -22.8% 1,101,266
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 158-00 157-18 155-28
R3 157-04 156-22 155-21
R2 156-08 156-08 155-18
R1 155-26 155-26 155-16 156-01
PP 155-12 155-12 155-12 155-15
S1 154-30 154-30 155-10 155-05
S2 154-16 154-16 155-08
S3 153-20 154-02 155-05
S4 152-24 153-06 154-30
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 161-09 160-12 156-13
R3 159-06 158-09 155-26
R2 157-03 157-03 155-20
R1 156-06 156-06 155-14 156-20
PP 155-00 155-00 155-00 155-08
S1 154-03 154-03 155-02 154-18
S2 152-29 152-29 154-28
S3 150-26 152-00 154-22
S4 148-23 149-29 154-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 155-30 153-27 2-03 1.3% 1-00 0.6% 75% False False 233,194
10 155-30 152-18 3-12 2.2% 1-02 0.7% 84% False False 228,064
20 157-00 151-12 5-20 3.6% 1-06 0.8% 72% False False 231,088
40 159-24 151-12 8-12 5.4% 1-10 0.8% 48% False False 224,458
60 160-20 151-12 9-08 6.0% 1-16 1.0% 44% False False 228,302
80 161-17 151-12 10-05 6.5% 1-20 1.0% 40% False False 192,931
100 161-17 147-13 14-04 9.1% 1-18 1.0% 57% False False 154,426
120 161-17 145-30 15-19 10.0% 1-14 0.9% 61% False False 128,693
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 159-16
2.618 158-02
1.618 157-06
1.000 156-21
0.618 156-10
HIGH 155-25
0.618 155-14
0.500 155-11
0.382 155-08
LOW 154-29
0.618 154-12
1.000 154-01
1.618 153-16
2.618 152-20
4.250 151-06
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 155-12 155-13
PP 155-12 155-12
S1 155-11 155-12

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

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