ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 12-Dec-2014

Day Change Summary
	Previous	Current
	11-Dec-2014	12-Dec-2014	Change	Change %	Previous Week
Open	156-28	157-16	0-20	0.4%	153-25
High	157-14	159-18	2-04	1.3%	159-18
Low	156-12	157-16	1-04	0.7%	153-20
Close	157-07	159-02	1-27	1.2%	159-02
Range	1-02	2-02	1-00	94.1%	5-30
ATR	1-07	1-10	0-03	6.4%	0-00
Volume	36	54	18	50.0%	420

Daily Pivots for day following 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	164-29	164-01	160-06
R3	162-27	161-31	159-20
R2	160-25	160-25	159-14
R1	159-29	159-29	159-08	160-11
PP	158-23	158-23	158-23	158-30
S1	157-27	157-27	158-28	158-09
S2	156-21	156-21	158-22
S3	154-19	155-25	158-16
S4	152-17	153-23	157-30

Weekly Pivots for week ending 12-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	175-07	173-03	162-10
R3	169-09	167-05	160-22
R2	163-11	163-11	160-05
R1	161-07	161-07	159-19	162-09
PP	157-13	157-13	157-13	157-30
S1	155-09	155-09	158-17	156-11
S2	151-15	151-15	157-31
S3	145-17	149-11	157-14
S4	139-19	143-13	155-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-18	153-20	5-30	3.7%	1-17	1.0%	92%	True	False	84
10	159-18	152-02	7-16	4.7%	1-09	0.8%	93%	True	False	96
20	159-18	150-00	9-18	6.0%	1-02	0.7%	95%	True	False	78

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	0-05
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	168-10
2.618	164-31
1.618	162-29
1.000	161-20
0.618	160-27
HIGH	159-18
0.618	158-25
0.500	158-17
0.382	158-09
LOW	157-16
0.618	156-07
1.000	155-14
1.618	154-05
2.618	152-03
4.250	148-24

Fisher Pivots for day following 12-Dec-2014
Pivot	1 day	3 day
R1	158-28	158-19
PP	158-23	158-04
S1	158-17	157-21

Download as Excel Spreadsheet

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

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