ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 24-Nov-2014

Day Change Summary
	Previous	Current
	21-Nov-2014	24-Nov-2014	Change	Change %	Previous Week
Open	150-23	151-08	0-17	0.4%	151-20
High	151-16	151-19	0-03	0.1%	151-20
Low	150-23	151-00	0-09	0.2%	150-00
Close	151-10	151-17	0-07	0.1%	151-10
Range	0-25	0-19	-0-06	-24.0%	1-20
ATR	1-05	1-04	-0-01	-3.5%	0-00
Volume	79	16	-63	-79.7%	259

Daily Pivots for day following 24-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	153-05	152-30	151-27
R3	152-18	152-11	151-22
R2	151-31	151-31	151-20
R1	151-24	151-24	151-19	151-28
PP	151-12	151-12	151-12	151-14
S1	151-05	151-05	151-15	151-08
S2	150-25	150-25	151-14
S3	150-06	150-18	151-12
S4	149-19	149-31	151-07

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	155-27	155-07	152-07
R3	154-07	153-19	151-24
R2	152-19	152-19	151-20
R1	151-31	151-31	151-15	151-15
PP	150-31	150-31	150-31	150-24
S1	150-11	150-11	151-05	149-27
S2	149-11	149-11	151-00
S3	147-23	148-23	150-28
S4	146-03	147-03	150-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-19	150-00	1-19	1.1%	0-22	0.4%	96%	True	False	52
10	151-20	149-26	1-26	1.2%	0-21	0.4%	95%	False	False	31
20	151-20	149-05	2-15	1.6%	0-21	0.4%	96%	False	False	19

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	154-04
2.618	153-05
1.618	152-18
1.000	152-06
0.618	151-31
HIGH	151-19
0.618	151-12
0.500	151-10
0.382	151-07
LOW	151-00
0.618	150-20
1.000	150-13
1.618	150-01
2.618	149-14
4.250	148-15

Fisher Pivots for day following 24-Nov-2014
Pivot	1 day	3 day
R1	151-14	151-12
PP	151-12	151-07
S1	151-10	151-02

Download as Excel Spreadsheet

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

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