ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 155-08 155-24 0-16 0.3% 154-13
High 155-25 157-17 1-24 1.1% 155-30
Low 154-29 155-02 0-05 0.1% 153-27
Close 155-13 157-07 1-26 1.2% 155-08
Range 0-28 2-15 1-19 182.1% 2-03
ATR 1-07 1-10 0-03 7.4% 0-00
Volume 64,706 17,747 -46,959 -72.6% 1,101,266
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 164-00 163-03 158-18
R3 161-17 160-20 157-29
R2 159-02 159-02 157-21
R1 158-05 158-05 157-14 158-20
PP 156-19 156-19 156-19 156-27
S1 155-22 155-22 157-00 156-04
S2 154-04 154-04 156-25
S3 151-21 153-07 156-17
S4 149-06 150-24 155-28
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
5 157-17 154-22 2-27 1.8% 1-06 0.8% 89% True False 166,365
10 157-17 152-18 4-31 3.2% 1-06 0.8% 94% True False 211,102
20 157-17 151-12 6-05 3.9% 1-08 0.8% 95% True False 221,217
40 159-24 151-12 8-12 5.3% 1-10 0.8% 70% False False 220,390
60 160-20 151-12 9-08 5.9% 1-17 1.0% 63% False False 224,332
80 161-17 151-12 10-05 6.5% 1-20 1.0% 58% False False 193,131
100 161-17 147-13 14-04 9.0% 1-18 1.0% 69% False False 154,603
120 161-17 145-30 15-19 9.9% 1-14 0.9% 72% False False 128,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 168-01
2.618 164-00
1.618 161-17
1.000 160-00
0.618 159-02
HIGH 157-17
0.618 156-19
0.500 156-10
0.382 156-00
LOW 155-02
0.618 153-17
1.000 152-19
1.618 151-02
2.618 148-19
4.250 144-18
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 156-29 156-28
PP 156-19 156-18
S1 156-10 156-07

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

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