ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 155-16 153-15 -2-01 -1.3% 156-07
High 155-25 153-23 -2-02 -1.3% 156-29
Low 153-04 152-24 -0-12 -0.2% 153-24
Close 153-09 153-08 -0-01 0.0% 155-02
Range 2-21 0-31 -1-22 -63.5% 3-05
ATR 1-19 1-17 -0-01 -2.8% 0-00
Volume 142,172 148,904 6,732 4.7% 449,198
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 156-05 155-21 153-25
R3 155-06 154-22 153-17
R2 154-07 154-07 153-14
R1 153-23 153-23 153-11 153-16
PP 153-08 153-08 153-08 153-04
S1 152-24 152-24 153-05 152-16
S2 152-09 152-09 153-02
S3 151-10 151-25 152-31
S4 150-11 150-26 152-23
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
5 156-03 152-24 3-11 2.2% 1-14 0.9% 15% False True 118,793
10 156-29 152-24 4-05 2.7% 1-13 0.9% 12% False True 146,392
20 157-17 151-12 6-05 4.0% 1-24 1.1% 30% False False 204,464
40 157-17 150-03 7-14 4.9% 1-15 1.0% 42% False False 133,524
60 158-08 150-03 8-05 5.3% 1-13 0.9% 39% False False 89,072
80 159-00 150-03 8-29 5.8% 1-06 0.8% 35% False False 66,806
100 159-00 150-03 8-29 5.8% 0-31 0.6% 35% False False 53,444
120 159-00 146-20 12-12 8.1% 0-25 0.5% 54% False False 44,537
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 0-06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 157-27
2.618 156-08
1.618 155-09
1.000 154-22
0.618 154-10
HIGH 153-23
0.618 153-11
0.500 153-08
0.382 153-04
LOW 152-24
0.618 152-05
1.000 151-25
1.618 151-06
2.618 150-07
4.250 148-20
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 153-08 154-14
PP 153-08 154-01
S1 153-08 153-20

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

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