ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	152-03	152-31	0-28	0.6%	151-08
High	152-24	154-03	1-11	0.9%	154-19
Low	152-02	152-24	0-22	0.5%	151-00
Close	152-20	153-15	0-27	0.6%	154-10
Range	0-22	1-11	0-21	95.5%	3-19
ATR	1-04	1-05	0-01	2.1%	0-00
Volume	59	109	50	84.7%	344

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	157-15	156-26	154-07
R3	156-04	155-15	153-27
R2	154-25	154-25	153-23
R1	154-04	154-04	153-19	154-14
PP	153-14	153-14	153-14	153-19
S1	152-25	152-25	153-11	153-04
S2	152-03	152-03	153-07
S3	150-24	151-14	153-03
S4	149-13	150-03	152-23

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	164-03	162-25	156-09
R3	160-16	159-06	155-10
R2	156-29	156-29	154-31
R1	155-19	155-19	154-21	156-08
PP	153-10	153-10	153-10	153-20
S1	152-00	152-00	153-31	152-21
S2	149-23	149-23	153-21
S3	146-04	148-13	153-10
S4	142-17	144-26	152-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-00	152-02	2-30	1.9%	1-02	0.7%	48%	False	False	96
10	155-00	150-16	4-16	2.9%	0-29	0.6%	66%	False	False	93
20	155-00	149-05	5-27	3.8%	0-27	0.6%	74%	False	False	53

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	0-04
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	159-26
2.618	157-20
1.618	156-09
1.000	155-14
0.618	154-30
HIGH	154-03
0.618	153-19
0.500	153-14
0.382	153-08
LOW	152-24
0.618	151-29
1.000	151-13
1.618	150-18
2.618	149-07
4.250	147-01

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	153-14	153-11
PP	153-14	153-07
S1	153-14	153-02

Download as Excel Spreadsheet

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

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