ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 156-31 156-03 -0-28 -0.6% 154-30
High 156-31 156-10 -0-21 -0.4% 158-28
Low 155-11 155-00 -0-11 -0.2% 154-24
Close 156-03 155-29 -0-06 -0.1% 158-19
Range 1-20 1-10 -0-10 -19.2% 4-04
ATR 1-20 1-20 -0-01 -1.4% 0-00
Volume 3,375 639 -2,736 -81.1% 12,928
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 159-22 159-03 156-20
R3 158-12 157-25 156-09
R2 157-02 157-02 156-05
R1 156-15 156-15 156-01 156-04
PP 155-24 155-24 155-24 155-18
S1 155-05 155-05 155-25 154-26
S2 154-14 154-14 155-21
S3 153-04 153-27 155-17
S4 151-26 152-17 155-06
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 169-25 168-10 160-28
R3 165-21 164-06 159-23
R2 161-17 161-17 159-11
R1 160-02 160-02 158-31 160-26
PP 157-13 157-13 157-13 157-25
S1 155-30 155-30 158-07 156-22
S2 153-09 153-09 157-27
S3 149-05 151-26 157-15
S4 145-01 147-22 156-10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-28 155-00 3-28 2.5% 1-18 1.0% 23% False True 2,388
10 158-28 152-26 6-02 3.9% 2-00 1.3% 51% False False 4,420
20 158-28 152-26 6-02 3.9% 1-18 1.0% 51% False False 95,702
40 159-02 151-12 7-22 4.9% 1-15 0.9% 59% False False 167,573
60 160-20 151-12 9-08 5.9% 1-16 1.0% 49% False False 185,872
80 160-20 151-12 9-08 5.9% 1-20 1.0% 49% False False 193,057
100 161-17 151-12 10-05 6.5% 1-21 1.1% 45% False False 155,105
120 161-17 146-21 14-28 9.5% 1-19 1.0% 62% False False 129,268
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 0-10
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 161-28
2.618 159-24
1.618 158-14
1.000 157-20
0.618 157-04
HIGH 156-10
0.618 155-26
0.500 155-21
0.382 155-16
LOW 155-00
0.618 154-06
1.000 153-22
1.618 152-28
2.618 151-18
4.250 149-14
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 155-26 156-26
PP 155-24 156-16
S1 155-21 156-07

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

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