ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 154-11 155-00 0-21 0.4% 156-07
High 155-03 156-03 1-00 0.6% 156-29
Low 154-09 154-28 0-19 0.4% 153-24
Close 155-02 155-20 0-18 0.4% 155-02
Range 0-26 1-07 0-13 50.0% 3-05
ATR 1-17 1-16 -0-01 -1.4% 0-00
Volume 50,535 111,649 61,114 120.9% 449,198
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 159-06 158-20 156-09
R3 157-31 157-13 155-31
R2 156-24 156-24 155-27
R1 156-06 156-06 155-24 156-15
PP 155-17 155-17 155-17 155-22
S1 154-31 154-31 155-16 155-08
S2 154-10 154-10 155-13
S3 153-03 153-24 155-09
S4 151-28 152-17 154-31
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 164-23 163-01 156-26
R3 161-18 159-28 155-30
R2 158-13 158-13 155-21
R1 156-23 156-23 155-11 156-00
PP 155-08 155-08 155-08 154-28
S1 153-18 153-18 154-25 152-26
S2 152-03 152-03 154-15
S3 148-30 150-13 154-06
S4 145-25 147-08 153-10
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% 1-06 0.8% 59% False False 112,169
10 157-12 153-19 3-25 2.4% 1-15 1.0% 54% False False 160,074
20 157-17 151-12 6-05 4.0% 1-24 1.1% 69% False False 213,356
40 157-17 150-03 7-14 4.8% 1-14 0.9% 74% False False 126,276
60 159-00 150-03 8-29 5.7% 1-14 0.9% 62% False False 84,222
80 159-00 150-03 8-29 5.7% 1-05 0.7% 62% False False 63,167
100 159-00 150-03 8-29 5.7% 0-29 0.6% 62% False False 50,534
120 159-00 146-17 12-15 8.0% 0-24 0.5% 73% False False 42,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 161-09
2.618 159-09
1.618 158-02
1.000 157-10
0.618 156-27
HIGH 156-03
0.618 155-20
0.500 155-16
0.382 155-11
LOW 154-28
0.618 154-04
1.000 153-21
1.618 152-29
2.618 151-22
4.250 149-22
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 155-18 155-12
PP 155-17 155-05
S1 155-16 154-30

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

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