ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 18-Dec-2014

Day Change Summary
	Previous	Current
	17-Dec-2014	18-Dec-2014	Change	Change %	Previous Week
Open	160-11	159-24	-0-19	-0.4%	153-25
High	160-13	159-24	-0-21	-0.4%	159-18
Low	159-05	157-14	-1-23	-1.1%	153-20
Close	159-08	158-00	-1-08	-0.8%	159-02
Range	1-08	2-10	1-02	85.0%	5-30
ATR	1-10	1-13	0-02	5.3%	0-00
Volume	115	24	-91	-79.1%	420

Daily Pivots for day following 18-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	165-11	163-31	159-09
R3	163-01	161-21	158-20
R2	160-23	160-23	158-14
R1	159-11	159-11	158-07	158-28
PP	158-13	158-13	158-13	158-05
S1	157-01	157-01	157-25	156-18
S2	156-03	156-03	157-18
S3	153-25	154-23	157-12
S4	151-15	152-13	156-23

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	175-07	173-03	162-10
R3	169-09	167-05	160-22
R2	163-11	163-11	160-05
R1	161-07	161-07	159-19	162-09
PP	157-13	157-13	157-13	157-30
S1	155-09	155-09	158-17	156-11
S2	151-15	151-15	157-31
S3	145-17	149-11	157-14
S4	139-19	143-13	155-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-09	157-14	3-27	2.4%	1-21	1.1%	15%	False	True	65
10	161-09	152-23	8-18	5.4%	1-16	1.0%	62%	False	False	83
20	161-09	150-16	10-25	6.8%	1-07	0.8%	70%	False	False	88
40	161-09	149-05	12-04	7.7%	0-30	0.6%	73%	False	False	95

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	169-18
2.618	165-26
1.618	163-16
1.000	162-02
0.618	161-06
HIGH	159-24
0.618	158-28
0.500	158-19
0.382	158-10
LOW	157-14
0.618	156-00
1.000	155-04
1.618	153-22
2.618	151-12
4.250	147-20

Fisher Pivots for day following 18-Dec-2014
Pivot	1 day	3 day
R1	158-19	159-12
PP	158-13	158-29
S1	158-06	158-14

Download as Excel Spreadsheet

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

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