ECBOT 30 Year Treasury Bond Future September 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 156-17 155-20 -0-29 -0.6% 160-28
High 156-27 156-13 -0-14 -0.3% 163-01
Low 155-12 155-07 -0-05 -0.1% 155-13
Close 155-16 155-31 0-15 0.3% 156-23
Range 1-15 1-06 -0-09 -19.1% 7-20
ATR 2-00 1-30 -0-02 -2.9% 0-00
Volume 12,595 8,504 -4,091 -32.5% 2,265,232
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 159-14 158-28 156-20
R3 158-08 157-22 156-09
R2 157-02 157-02 156-06
R1 156-16 156-16 156-02 156-25
PP 155-28 155-28 155-28 156-00
S1 155-10 155-10 155-28 155-19
S2 154-22 154-22 155-24
S3 153-16 154-04 155-21
S4 152-10 152-30 155-10
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 181-08 176-20 160-29
R3 173-20 169-00 158-26
R2 166-00 166-00 158-04
R1 161-12 161-12 157-13 159-28
PP 158-12 158-12 158-12 157-20
S1 153-24 153-24 156-01 152-08
S2 150-24 150-24 155-10
S3 143-04 146-04 154-20
S4 135-16 138-16 152-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 157-27 155-07 2-20 1.7% 1-22 1.1% 29% False True 71,633
10 163-01 155-07 7-26 5.0% 2-05 1.4% 10% False True 270,199
20 163-01 155-07 7-26 5.0% 2-01 1.3% 10% False True 265,098
40 163-01 148-05 14-28 9.5% 1-25 1.1% 53% False False 247,546
60 163-01 147-11 15-22 10.1% 1-29 1.2% 55% False False 253,815
80 163-01 147-11 15-22 10.1% 1-30 1.2% 55% False False 230,269
100 164-00 147-11 16-21 10.7% 1-29 1.2% 52% False False 184,336
120 165-07 147-11 17-28 11.5% 1-24 1.1% 48% False False 153,617
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-16
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 161-14
2.618 159-16
1.618 158-10
1.000 157-19
0.618 157-04
HIGH 156-13
0.618 155-30
0.500 155-26
0.382 155-22
LOW 155-07
0.618 154-16
1.000 154-01
1.618 153-10
2.618 152-04
4.250 150-06
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 155-29 156-05
PP 155-28 156-03
S1 155-26 156-01

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

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