ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	155-07	154-11	-0-28	-0.6%	157-07
High	155-08	155-03	-0-05	-0.1%	157-12
Low	153-24	154-09	0-17	0.3%	153-19
Close	154-08	155-02	0-26	0.5%	156-12
Range	1-16	0-26	-0-22	-45.8%	3-25
ATR	1-18	1-17	-0-02	-3.3%	0-00
Volume	140,707	50,535	-90,172	-64.1%	1,039,901

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	157-08	156-31	155-16
R3	156-14	156-05	155-09
R2	155-20	155-20	155-07
R1	155-11	155-11	155-04	155-16
PP	154-26	154-26	154-26	154-28
S1	154-17	154-17	155-00	154-22
S2	154-00	154-00	154-29
S3	153-06	153-23	154-27
S4	152-12	152-29	154-20

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	167-04	165-17	158-15
R3	163-11	161-24	157-13
R2	159-18	159-18	157-02
R1	157-31	157-31	156-23	156-28
PP	155-25	155-25	155-25	155-08
S1	154-06	154-06	156-01	153-03
S2	152-00	152-00	155-22
S3	148-07	150-13	155-11
S4	144-14	146-20	154-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-29	153-24	3-05	2.0%	1-04	0.7%	42%	False	False	125,593
10	157-17	153-19	3-30	2.5%	1-19	1.0%	37%	False	False	175,567
20	157-17	151-12	6-05	4.0%	1-23	1.1%	60%	False	False	212,144
40	157-17	150-03	7-14	4.8%	1-15	1.0%	67%	False	False	123,484
60	159-00	150-03	8-29	5.7%	1-14	0.9%	56%	False	False	82,361
80	159-00	150-03	8-29	5.7%	1-04	0.7%	56%	False	False	61,771
100	159-00	150-03	8-29	5.7%	0-29	0.6%	56%	False	False	49,417
120	159-00	146-17	12-15	8.0%	0-24	0.5%	68%	False	False	41,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	158-18
2.618	157-07
1.618	156-13
1.000	155-29
0.618	155-19
HIGH	155-03
0.618	154-25
0.500	154-22
0.382	154-19
LOW	154-09
0.618	153-25
1.000	153-15
1.618	152-31
2.618	152-05
4.250	150-26

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	154-30	155-04
PP	154-26	155-03
S1	154-22	155-02

Download as Excel Spreadsheet

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

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