ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	154-21	154-27	0-06	0.1%	159-10
High	155-20	156-11	0-23	0.5%	161-17
Low	154-00	154-21	0-21	0.4%	153-30
Close	155-12	155-07	-0-05	-0.1%	155-07
Range	1-20	1-22	0-02	3.8%	7-19
ATR	1-31	1-30	-0-01	-1.0%	0-00
Volume	275,127	205,484	-69,643	-25.3%	814,323

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	160-15	159-17	156-05
R3	158-25	157-27	155-22
R2	157-03	157-03	155-17
R1	156-05	156-05	155-12	156-20
PP	155-13	155-13	155-13	155-20
S1	154-15	154-15	155-02	154-30
S2	153-23	153-23	154-29
S3	152-01	152-25	154-24
S4	150-11	151-03	154-09

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	161-17	153-30	7-19	4.9%	2-22	1.7%	17%	False	False	162,864
10	161-17	153-30	7-19	4.9%	2-04	1.4%	17%	False	False	83,629
20	161-17	153-21	7-28	5.1%	1-31	1.3%	20%	False	False	42,703
40	161-17	147-13	14-04	9.1%	1-21	1.1%	55%	False	False	21,461
60	161-17	145-30	15-19	10.0%	1-09	0.8%	60%	False	False	14,310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163-16
2.618	160-24
1.618	159-02
1.000	158-01
0.618	157-12
HIGH	156-11
0.618	155-22
0.500	155-16
0.382	155-10
LOW	154-21
0.618	153-20
1.000	152-31
1.618	151-30
2.618	150-08
4.250	147-16

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	155-16	155-28
PP	155-13	155-21
S1	155-10	155-14

Download as Excel Spreadsheet

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

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