ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 155-02 155-05 0-03 0.1% 153-21
High 155-21 157-17 1-28 1.2% 157-17
Low 154-30 155-04 0-06 0.1% 153-12
Close 155-04 157-07 2-03 1.3% 157-07
Range 0-23 2-13 1-22 234.8% 4-05
ATR 1-17 1-19 0-02 4.1% 0-00
Volume 207,897 266,571 58,674 28.2% 1,238,721
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 163-27 162-30 158-17
R3 161-14 160-17 157-28
R2 159-01 159-01 157-21
R1 158-04 158-04 157-14 158-18
PP 156-20 156-20 156-20 156-27
S1 155-23 155-23 157-00 156-06
S2 154-07 154-07 156-25
S3 151-26 153-10 156-18
S4 149-13 150-29 155-29
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 168-16 167-01 159-16
R3 164-11 162-28 158-12
R2 160-06 160-06 157-31
R1 158-23 158-23 157-19 159-14
PP 156-01 156-01 156-01 156-13
S1 154-18 154-18 156-27 155-10
S2 151-28 151-28 156-15
S3 147-23 150-13 156-02
S4 143-18 146-08 154-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-17 153-12 4-05 2.6% 1-24 1.1% 92% True False 247,744
10 157-17 151-12 6-05 3.9% 2-00 1.3% 95% True False 266,638
20 157-17 151-08 6-09 4.0% 1-17 1.0% 95% True False 172,036
40 157-28 150-03 7-25 4.9% 1-13 0.9% 92% False False 86,297
60 159-00 150-03 8-29 5.7% 1-09 0.8% 80% False False 57,544
80 159-00 150-03 8-29 5.7% 0-31 0.6% 80% False False 43,158
100 159-00 150-03 8-29 5.7% 0-25 0.5% 80% False False 34,526
120 159-00 144-28 14-04 9.0% 0-21 0.4% 87% False False 28,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 167-24
2.618 163-27
1.618 161-14
1.000 159-30
0.618 159-01
HIGH 157-17
0.618 156-20
0.500 156-10
0.382 156-01
LOW 155-04
0.618 153-20
1.000 152-23
1.618 151-07
2.618 148-26
4.250 144-29
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 156-30 156-22
PP 156-20 156-05
S1 156-10 155-20

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

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