ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 16-Dec-2014

Day Change Summary
	Previous	Current
	15-Dec-2014	16-Dec-2014	Change	Change %	Previous Week
Open	159-06	159-16	0-10	0.2%	153-25
High	159-16	161-09	1-25	1.1%	159-18
Low	158-18	159-16	0-30	0.6%	153-20
Close	159-10	160-10	1-00	0.6%	159-02
Range	0-30	1-25	0-27	90.0%	5-30
ATR	1-09	1-11	0-02	3.8%	0-00
Volume	103	33	-70	-68.0%	420

Daily Pivots for day following 16-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	165-23	164-25	161-09
R3	163-30	163-00	160-26
R2	162-05	162-05	160-20
R1	161-07	161-07	160-15	161-22
PP	160-12	160-12	160-12	160-19
S1	159-14	159-14	160-05	159-29
S2	158-19	158-19	160-00
S3	156-26	157-21	159-26
S4	155-01	155-28	159-11

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	161-09	155-24	5-17	3.5%	1-15	0.9%	82%	True	False	63
10	161-09	152-02	9-07	5.8%	1-11	0.8%	89%	True	False	86
20	161-09	150-00	11-09	7.0%	1-03	0.7%	91%	True	False	84

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 2 trading days

Fibonacci Retracements and Extensions
4.250	168-27
2.618	165-30
1.618	164-05
1.000	163-02
0.618	162-12
HIGH	161-09
0.618	160-19
0.500	160-12
0.382	160-06
LOW	159-16
0.618	158-13
1.000	157-23
1.618	156-20
2.618	154-27
4.250	151-30

Fisher Pivots for day following 16-Dec-2014
Pivot	1 day	3 day
R1	160-12	160-00
PP	160-12	159-22
S1	160-11	159-12

Download as Excel Spreadsheet

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

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