ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 155-08 156-07 0-31 0.6% 155-10
High 156-13 156-12 -0-01 0.0% 159-00
Low 155-08 155-10 0-02 0.0% 155-10
Close 156-10 156-06 -0-04 -0.1% 157-10
Range 1-05 1-02 -0-03 -8.1% 3-22
ATR 1-13 1-12 -0-01 -1.8% 0-00
Volume 7 0 -7 -100.0% 110
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 159-05 158-23 156-25
R3 158-03 157-21 156-15
R2 157-01 157-01 156-12
R1 156-19 156-19 156-09 156-09
PP 155-31 155-31 155-31 155-26
S1 155-17 155-17 156-03 155-07
S2 154-29 154-29 156-00
S3 153-27 154-15 155-29
S4 152-25 153-13 155-19
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 168-09 166-15 159-11
R3 164-19 162-25 158-10
R2 160-29 160-29 158-00
R1 159-03 159-03 157-21 160-00
PP 157-07 157-07 157-07 157-21
S1 155-13 155-13 156-31 156-10
S2 153-17 153-17 156-20
S3 149-27 151-23 156-10
S4 146-05 148-01 155-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 159-00 155-08 3-24 2.4% 1-20 1.0% 25% False False 10
10 159-00 154-02 4-30 3.2% 1-07 0.8% 43% False False 12
20 159-00 150-14 8-18 5.5% 0-21 0.4% 67% False False 6
40 159-00 150-14 8-18 5.5% 0-11 0.2% 67% False False 3
60 159-00 148-11 10-21 6.8% 0-07 0.1% 74% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-05
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 160-28
2.618 159-05
1.618 158-03
1.000 157-14
0.618 157-01
HIGH 156-12
0.618 155-31
0.500 155-27
0.382 155-23
LOW 155-10
0.618 154-21
1.000 154-08
1.618 153-19
2.618 152-17
4.250 150-26
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 156-02 156-13
PP 155-31 156-10
S1 155-27 156-08

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

View Archives - Comment on this page... - Back to Index of Symbols