ECBOT 30 Year Treasury Bond Future March 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 150-20 150-27 0-07 0.1% 155-21
High 151-16 151-04 -0-12 -0.2% 155-21
Low 150-16 150-21 0-05 0.1% 150-16
Close 151-09 150-22 -0-19 -0.4% 151-00
Range 1-00 0-15 -0-17 -53.1% 5-05
ATR 1-12 1-10 -0-02 -3.9% 0-00
Volume 473 0 -473 -100.0% 524
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 152-07 151-30 150-30
R3 151-24 151-15 150-26
R2 151-09 151-09 150-25
R1 151-00 151-00 150-23 150-29
PP 150-26 150-26 150-26 150-25
S1 150-17 150-17 150-21 150-14
S2 150-11 150-11 150-19
S3 149-28 150-02 150-18
S4 149-13 149-19 150-14
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 167-27 164-19 153-27
R3 162-22 159-14 152-13
R2 157-17 157-17 151-30
R1 154-09 154-09 151-15 153-11
PP 152-12 152-12 152-12 151-29
S1 149-04 149-04 150-17 148-05
S2 147-07 147-07 150-02
S3 142-02 143-31 149-19
S4 136-29 138-26 148-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 153-18 150-03 3-15 2.3% 1-09 0.8% 17% False False 94
10 156-25 150-03 6-22 4.4% 1-12 0.9% 9% False False 213
20 158-07 150-03 8-04 5.4% 1-09 0.9% 7% False False 187
40 159-00 150-03 8-29 5.9% 1-04 0.8% 7% False False 112
60 159-00 150-03 8-29 5.9% 0-24 0.5% 7% False False 74
80 159-00 150-03 8-29 5.9% 0-18 0.4% 7% False False 56
100 159-00 144-28 14-04 9.4% 0-15 0.3% 41% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 153-04
2.618 152-11
1.618 151-28
1.000 151-19
0.618 151-13
HIGH 151-04
0.618 150-30
0.500 150-29
0.382 150-27
LOW 150-21
0.618 150-12
1.000 150-06
1.618 149-29
2.618 149-14
4.250 148-21
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 150-29 150-26
PP 150-26 150-24
S1 150-24 150-23

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

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