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

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

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