ECBOT 30 Year Treasury Bond Future December 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 155-00 154-04 -0-28 -0.6% 159-10
High 155-11 154-29 -0-14 -0.3% 161-17
Low 153-28 153-23 -0-05 -0.1% 153-30
Close 154-00 154-15 0-15 0.3% 155-07
Range 1-15 1-06 -0-09 -19.1% 7-19
ATR 1-29 1-28 -0-02 -2.7% 0-00
Volume 190,103 174,098 -16,005 -8.4% 814,323
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 157-30 157-12 155-04
R3 156-24 156-06 154-25
R2 155-18 155-18 154-22
R1 155-00 155-00 154-18 155-09
PP 154-12 154-12 154-12 154-16
S1 153-26 153-26 154-12 154-03
S2 153-06 153-06 154-08
S3 152-00 152-20 154-05
S4 150-26 151-14 153-26
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 179-22 175-01 159-13
R3 172-03 167-14 157-10
R2 164-16 164-16 156-20
R1 159-27 159-27 155-29 158-12
PP 156-29 156-29 156-29 156-05
S1 152-08 152-08 154-17 150-25
S2 149-10 149-10 153-26
S3 141-23 144-21 153-04
S4 134-04 137-02 151-01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156-11 153-23 2-20 1.7% 1-22 1.1% 29% False True 218,383
10 161-17 153-23 7-26 5.1% 2-04 1.4% 10% False True 170,916
20 161-17 153-23 7-26 5.1% 2-00 1.3% 10% False True 86,816
40 161-17 147-13 14-04 9.1% 1-21 1.1% 50% False False 43,613
60 161-17 145-30 15-19 10.1% 1-12 0.9% 55% False False 29,084
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-15
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 159-30
2.618 158-00
1.618 156-26
1.000 156-03
0.618 155-20
HIGH 154-29
0.618 154-14
0.500 154-10
0.382 154-06
LOW 153-23
0.618 153-00
1.000 152-17
1.618 151-26
2.618 150-20
4.250 148-22
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 154-13 154-20
PP 154-12 154-19
S1 154-10 154-17

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

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