ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 151-02 150-20 -0-14 -0.3% 155-21
High 151-04 151-16 0-12 0.2% 155-21
Low 150-03 150-16 0-13 0.3% 150-16
Close 150-25 151-09 0-16 0.3% 151-00
Range 1-01 1-00 -0-01 -3.0% 5-05
ATR 1-13 1-12 -0-01 -2.1% 0-00
Volume 0 473 473 524
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 154-03 153-22 151-27
R3 153-03 152-22 151-18
R2 152-03 152-03 151-15
R1 151-22 151-22 151-12 151-29
PP 151-03 151-03 151-03 151-06
S1 150-22 150-22 151-06 150-29
S2 150-03 150-03 151-03
S3 149-03 149-22 151-00
S4 148-03 148-22 150-23
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 167-27 164-19 153-27
R3 162-22 159-14 152-13
R2 157-17 157-17 151-30
R1 154-09 154-09 151-15 153-11
PP 152-12 152-12 152-12 151-29
S1 149-04 149-04 150-17 148-05
S2 147-07 147-07 150-02
S3 142-02 143-31 149-19
S4 136-29 138-26 148-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-28 150-03 3-25 2.5% 1-11 0.9% 31% False False 199
10 156-31 150-03 6-28 4.5% 1-14 0.9% 17% False False 213
20 158-08 150-03 8-05 5.4% 1-11 0.9% 15% False False 212
40 159-00 150-03 8-29 5.9% 1-04 0.7% 13% False False 112
60 159-00 150-03 8-29 5.9% 0-24 0.5% 13% False False 74
80 159-00 149-26 9-06 6.1% 0-18 0.4% 16% False False 56
100 159-00 144-28 14-04 9.3% 0-14 0.3% 45% False False 44
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 0-06
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155-24
2.618 154-04
1.618 153-04
1.000 152-16
0.618 152-04
HIGH 151-16
0.618 151-04
0.500 151-00
0.382 150-28
LOW 150-16
0.618 149-28
1.000 149-16
1.618 148-28
2.618 147-28
4.250 146-08
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 151-06 151-20
PP 151-03 151-16
S1 151-00 151-13

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

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