ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 04-Jun-2015

Day Change Summary
	Previous	Current
	03-Jun-2015	04-Jun-2015	Change	Change %	Previous Week
Open	151-31	149-25	-2-06	-1.4%	152-17
High	152-02	151-20	-0-14	-0.3%	155-27
Low	149-09	148-19	-0-22	-0.5%	152-13
Close	149-23	151-12	1-21	1.1%	155-20
Range	2-25	3-01	0-08	9.0%	3-14
ATR	2-00	2-03	0-02	3.6%	0-00
Volume	308,439	318,610	10,171	3.3%	1,050,552

Daily Pivots for day following 04-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	159-20	158-17	153-01
R3	156-19	155-16	152-07
R2	153-18	153-18	151-30
R1	152-15	152-15	151-21	153-00
PP	150-17	150-17	150-17	150-26
S1	149-14	149-14	151-03	150-00
S2	147-16	147-16	150-26
S3	144-15	146-13	150-17
S4	141-14	143-12	149-23

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-30	163-23	157-16
R3	161-16	160-09	156-18
R2	158-02	158-02	156-08
R1	156-27	156-27	155-30	157-14
PP	154-20	154-20	154-20	154-30
S1	153-13	153-13	155-10	154-00
S2	151-06	151-06	155-00
S3	147-24	149-31	154-22
S4	144-10	146-17	153-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-27	148-19	7-08	4.8%	2-11	1.5%	38%	False	True	280,239
10	155-27	148-19	7-08	4.8%	1-31	1.3%	38%	False	True	224,119
20	155-27	148-19	7-08	4.8%	2-08	1.5%	38%	False	True	114,615
40	164-04	148-19	15-17	10.3%	1-28	1.2%	18%	False	True	57,415
60	165-07	148-19	16-20	11.0%	1-16	1.0%	17%	False	True	38,283

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	0-13
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	164-16
2.618	159-18
1.618	156-17
1.000	154-21
0.618	153-16
HIGH	151-20
0.618	150-15
0.500	150-04
0.382	149-24
LOW	148-19
0.618	146-23
1.000	145-18
1.618	143-22
2.618	140-21
4.250	135-23

Fisher Pivots for day following 04-Jun-2015
Pivot	1 day	3 day
R1	150-30	151-10
PP	150-17	151-09
S1	150-04	151-08

Download as Excel Spreadsheet

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

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