ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 10-Dec-2014

Day Change Summary
	Previous	Current
	09-Dec-2014	10-Dec-2014	Change	Change %	Previous Week
Open	154-20	155-29	1-09	0.8%	154-20
High	156-10	157-06	0-28	0.6%	155-00
Low	154-20	155-24	1-04	0.7%	152-02
Close	155-22	156-28	1-06	0.8%	153-12
Range	1-22	1-14	-0-08	-14.8%	2-30
ATR	1-07	1-08	0-01	1.6%	0-00
Volume	123	90	-33	-26.8%	544

Daily Pivots for day following 10-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	160-29	160-11	157-21
R3	159-15	158-29	157-09
R2	158-01	158-01	157-04
R1	157-15	157-15	157-00	157-24
PP	156-19	156-19	156-19	156-24
S1	156-01	156-01	156-24	156-10
S2	155-05	155-05	156-20
S3	153-23	154-19	156-15
S4	152-09	153-05	156-03

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	157-06	152-23	4-15	2.8%	1-13	0.9%	93%	True	False	116
10	157-06	152-02	5-04	3.3%	1-04	0.7%	94%	True	False	117
20	157-06	150-00	7-06	4.6%	0-31	0.6%	96%	True	False	75

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	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163-10
2.618	160-30
1.618	159-16
1.000	158-20
0.618	158-02
HIGH	157-06
0.618	156-20
0.500	156-15
0.382	156-10
LOW	155-24
0.618	154-28
1.000	154-10
1.618	153-14
2.618	152-00
4.250	149-20

Fisher Pivots for day following 10-Dec-2014
Pivot	1 day	3 day
R1	156-24	156-12
PP	156-19	155-29
S1	156-15	155-13

Download as Excel Spreadsheet

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

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