ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 09-Dec-2014

Day Change Summary
	Previous	Current
	08-Dec-2014	09-Dec-2014	Change	Change %	Previous Week
Open	153-25	154-20	0-27	0.5%	154-20
High	155-02	156-10	1-08	0.8%	155-00
Low	153-20	154-20	1-00	0.7%	152-02
Close	154-29	155-22	0-25	0.5%	153-12
Range	1-14	1-22	0-08	17.4%	2-30
ATR	1-06	1-07	0-01	3.0%	0-00
Volume	117	123	6	5.1%	544

Daily Pivots for day following 09-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	160-19	159-27	156-20
R3	158-29	158-05	156-05
R2	157-07	157-07	156-00
R1	156-15	156-15	155-27	156-27
PP	155-17	155-17	155-17	155-24
S1	154-25	154-25	155-17	155-05
S2	153-27	153-27	155-12
S3	152-05	153-03	155-07
S4	150-15	151-13	154-24

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	162-09	160-25	155-00
R3	159-11	157-27	154-06
R2	156-13	156-13	153-29
R1	154-29	154-29	153-21	154-06
PP	153-15	153-15	153-15	153-04
S1	151-31	151-31	153-03	151-08
S2	150-17	150-17	152-27
S3	147-19	149-01	152-18
S4	144-21	146-03	151-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-10	152-02	4-08	2.7%	1-08	0.8%	85%	True	False	109
10	156-10	151-20	4-22	3.0%	1-04	0.7%	87%	True	False	111
20	156-10	149-26	6-16	4.2%	0-28	0.6%	90%	True	False	71

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	0-02
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	163-16
2.618	160-23
1.618	159-01
1.000	158-00
0.618	157-11
HIGH	156-10
0.618	155-21
0.500	155-15
0.382	155-09
LOW	154-20
0.618	153-19
1.000	152-30
1.618	151-29
2.618	150-07
4.250	147-14

Fisher Pivots for day following 09-Dec-2014
Pivot	1 day	3 day
R1	155-20	155-10
PP	155-17	154-29
S1	155-15	154-16

Download as Excel Spreadsheet

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

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