ECBOT 30 Year Treasury Bond Future December 2015


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 156-12 157-13 1-01 0.7% 158-09
High 157-11 158-00 0-21 0.4% 158-20
Low 156-07 157-10 1-03 0.7% 155-00
Close 157-08 157-23 0-15 0.3% 157-23
Range 1-04 0-22 -0-14 -38.9% 3-20
ATR 1-19 1-17 -0-02 -3.8% 0-00
Volume 216 449 233 107.9% 6,893
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 159-24 159-13 158-03
R3 159-02 158-23 157-29
R2 158-12 158-12 157-27
R1 158-01 158-01 157-25 158-06
PP 157-22 157-22 157-22 157-24
S1 157-11 157-11 157-21 157-16
S2 157-00 157-00 157-19
S3 156-10 156-21 157-17
S4 155-20 155-31 157-11
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 168-00 166-15 159-23
R3 164-12 162-27 158-23
R2 160-24 160-24 158-12
R1 159-07 159-07 158-02 158-06
PP 157-04 157-04 157-04 156-19
S1 155-19 155-19 157-12 154-18
S2 153-16 153-16 157-02
S3 149-28 151-31 156-23
S4 146-08 148-11 155-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-20 155-00 3-20 2.3% 1-12 0.9% 75% False False 1,378
10 158-28 154-24 4-04 2.6% 1-16 0.9% 72% False False 1,982
20 158-28 152-26 6-02 3.8% 1-17 1.0% 81% False False 73,630
40 159-02 151-12 7-22 4.9% 1-14 0.9% 83% False False 155,964
60 160-20 151-12 9-08 5.9% 1-15 0.9% 69% False False 177,735
80 160-20 151-12 9-08 5.9% 1-18 1.0% 69% False False 189,186
100 161-17 151-12 10-05 6.4% 1-21 1.0% 62% False False 155,104
120 161-17 146-21 14-28 9.4% 1-19 1.0% 74% False False 129,274
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-06
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 160-30
2.618 159-26
1.618 159-04
1.000 158-22
0.618 158-14
HIGH 158-00
0.618 157-24
0.500 157-21
0.382 157-18
LOW 157-10
0.618 156-28
1.000 156-20
1.618 156-06
2.618 155-16
4.250 154-12
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 157-22 157-10
PP 157-22 156-29
S1 157-21 156-16

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

View Archives - Comment on this page... - Back to Index of Symbols