ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 155-29 152-18 -3-11 -2.1% 153-27
High 156-02 154-00 -2-02 -1.3% 156-08
Low 151-23 151-12 -0-11 -0.2% 151-12
Close 152-03 153-25 1-22 1.1% 153-25
Range 4-11 2-20 -1-23 -39.6% 4-28
ATR 1-14 1-17 0-03 5.9% 0-00
Volume 384,758 346,720 -38,038 -9.9% 1,427,660
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 160-30 159-31 155-07
R3 158-10 157-11 154-16
R2 155-22 155-22 154-08
R1 154-23 154-23 154-01 155-06
PP 153-02 153-02 153-02 153-09
S1 152-03 152-03 153-17 152-18
S2 150-14 150-14 153-10
S3 147-26 149-15 153-02
S4 145-06 146-27 152-11
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 168-14 165-31 156-15
R3 163-18 161-03 155-04
R2 158-22 158-22 154-22
R1 156-07 156-07 154-07 155-00
PP 153-26 153-26 153-26 153-06
S1 151-11 151-11 153-11 150-04
S2 148-30 148-30 152-28
S3 144-02 146-15 152-14
S4 139-06 141-19 151-03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-08 151-12 4-28 3.2% 2-08 1.5% 49% False True 285,532
10 156-08 151-12 4-28 3.2% 1-19 1.0% 49% False True 218,185
20 156-08 150-03 6-05 4.0% 1-13 0.9% 60% False False 110,495
40 158-08 150-03 8-05 5.3% 1-10 0.9% 45% False False 55,345
60 159-00 150-03 8-29 5.8% 1-04 0.7% 41% False False 36,898
80 159-00 150-03 8-29 5.8% 0-27 0.6% 41% False False 27,674
100 159-00 148-27 10-05 6.6% 0-22 0.4% 49% False False 22,139
Crabel Price Patterns
NR True
NR4 False
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 0-13
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 165-05
2.618 160-28
1.618 158-08
1.000 156-20
0.618 155-20
HIGH 154-00
0.618 153-00
0.500 152-22
0.382 152-12
LOW 151-12
0.618 149-24
1.000 148-24
1.618 147-04
2.618 144-16
4.250 140-07
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 153-13 153-26
PP 153-02 153-26
S1 152-22 153-25

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

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