ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 154-30 156-12 1-14 0.9% 155-08
High 157-03 157-11 0-08 0.2% 157-20
Low 154-24 156-04 1-12 0.9% 152-26
Close 156-22 156-07 -0-15 -0.3% 155-06
Range 2-11 1-07 -1-04 -48.0% 4-26
ATR 1-20 1-19 -0-01 -1.8% 0-00
Volume 3,315 2,134 -1,181 -35.6% 114,619
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 160-07 159-14 156-28
R3 159-00 158-07 156-18
R2 157-25 157-25 156-14
R1 157-00 157-00 156-11 156-25
PP 156-18 156-18 156-18 156-14
S1 155-25 155-25 156-03 155-18
S2 155-11 155-11 156-00
S3 154-04 154-18 155-28
S4 152-29 153-11 155-18
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 169-21 167-07 157-27
R3 164-27 162-13 156-16
R2 160-01 160-01 156-02
R1 157-19 157-19 155-20 156-13
PP 155-07 155-07 155-07 154-20
S1 152-25 152-25 154-24 151-19
S2 150-13 150-13 154-10
S3 145-19 147-31 153-28
S4 140-25 143-05 152-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-20 152-26 4-26 3.1% 2-08 1.4% 71% False False 7,523
10 157-20 152-26 4-26 3.1% 1-23 1.1% 71% False False 86,944
20 157-20 151-26 5-26 3.7% 1-13 0.9% 76% False False 154,539
40 159-24 151-12 8-12 5.4% 1-14 0.9% 58% False False 196,944
60 160-20 151-12 9-08 5.9% 1-18 1.0% 52% False False 208,016
80 161-17 151-12 10-05 6.5% 1-21 1.1% 48% False False 193,453
100 161-17 149-20 11-29 7.6% 1-20 1.0% 55% False False 154,975
120 161-17 145-30 15-19 10.0% 1-17 1.0% 66% False False 129,154
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-12
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 162-17
2.618 160-17
1.618 159-10
1.000 158-18
0.618 158-03
HIGH 157-11
0.618 156-28
0.500 156-24
0.382 156-19
LOW 156-04
0.618 155-12
1.000 154-29
1.618 154-05
2.618 152-30
4.250 150-30
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 156-24 155-27
PP 156-18 155-15
S1 156-12 155-02

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

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