ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 17-Dec-2014

Day Change Summary
	Previous	Current
	16-Dec-2014	17-Dec-2014	Change	Change %	Previous Week
Open	159-16	160-11	0-27	0.5%	153-25
High	161-09	160-13	-0-28	-0.5%	159-18
Low	159-16	159-05	-0-11	-0.2%	153-20
Close	160-10	159-08	-1-02	-0.7%	159-02
Range	1-25	1-08	-0-17	-29.8%	5-30
ATR	1-11	1-10	0-00	-0.4%	0-00
Volume	33	115	82	248.5%	420

Daily Pivots for day following 17-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	163-11	162-18	159-30
R3	162-03	161-10	159-19
R2	160-27	160-27	159-15
R1	160-02	160-02	159-12	159-26
PP	159-19	159-19	159-19	159-16
S1	158-26	158-26	159-04	158-18
S2	158-11	158-11	159-01
S3	157-03	157-18	158-29
S4	155-27	156-10	158-18

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	156-12	4-29	3.1%	1-13	0.9%	59%	False	False	68
10	161-09	152-23	8-18	5.4%	1-13	0.9%	76%	False	False	92
20	161-09	150-00	11-09	7.1%	1-04	0.7%	82%	False	False	89

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	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165-23
2.618	163-22
1.618	162-14
1.000	161-21
0.618	161-06
HIGH	160-13
0.618	159-30
0.500	159-25
0.382	159-20
LOW	159-05
0.618	158-12
1.000	157-29
1.618	157-04
2.618	155-28
4.250	153-27

Fisher Pivots for day following 17-Dec-2014
Pivot	1 day	3 day
R1	159-25	159-30
PP	159-19	159-22
S1	159-14	159-15

Download as Excel Spreadsheet

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

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