ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	155-04	154-30	-0-06	-0.1%	154-01
High	155-24	155-20	-0-04	-0.1%	155-02
Low	154-22	154-26	0-04	0.1%	152-18
Close	155-00	155-09	0-09	0.2%	154-14
Range	1-02	0-26	-0-08	-23.5%	2-16
ATR	1-10	1-09	-0-01	-2.7%	0-00
Volume	400,301	265,212	-135,089	-33.7%	1,114,668

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	157-22	157-09	155-23
R3	156-28	156-15	155-16
R2	156-02	156-02	155-14
R1	155-21	155-21	155-11	155-28
PP	155-08	155-08	155-08	155-11
S1	154-27	154-27	155-07	155-02
S2	154-14	154-14	155-04
S3	153-20	154-01	155-02
S4	152-26	153-07	154-27

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-17	160-15	155-26
R3	159-01	157-31	155-04
R2	156-17	156-17	154-29
R1	155-15	155-15	154-21	156-00
PP	154-01	154-01	154-01	154-09
S1	152-31	152-31	154-07	153-16
S2	151-17	151-17	153-31
S3	149-01	150-15	153-24
S4	146-17	147-31	153-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-24	153-21	2-03	1.3%	1-02	0.7%	78%	False	False	297,863
10	155-24	151-29	3-27	2.5%	1-04	0.7%	88%	False	False	261,427
20	158-08	151-12	6-28	4.4%	1-09	0.8%	57%	False	False	255,979
40	160-20	151-12	9-08	6.0%	1-13	0.9%	42%	False	False	234,897
60	160-20	151-12	9-08	6.0%	1-17	1.0%	42%	False	False	231,896
80	161-17	151-12	10-05	6.5%	1-21	1.1%	38%	False	False	191,095
100	161-17	147-13	14-04	9.1%	1-19	1.0%	56%	False	False	152,944
120	161-17	145-30	15-19	10.0%	1-14	0.9%	60%	False	False	127,455

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	159-02
2.618	157-24
1.618	156-30
1.000	156-14
0.618	156-04
HIGH	155-20
0.618	155-10
0.500	155-07
0.382	155-04
LOW	154-26
0.618	154-10
1.000	154-00
1.618	153-16
2.618	152-22
4.250	151-12

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	155-08	155-04
PP	155-08	154-31
S1	155-07	154-26

Download as Excel Spreadsheet

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

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