ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 19-Dec-2014

Day Change Summary
	Previous	Current
	18-Dec-2014	19-Dec-2014	Change	Change %	Previous Week
Open	159-24	157-12	-2-12	-1.5%	159-06
High	159-24	159-00	-0-24	-0.5%	161-09
Low	157-14	157-12	-0-02	0.0%	157-12
Close	158-00	158-18	0-18	0.4%	158-18
Range	2-10	1-20	-0-22	-29.7%	3-29
ATR	1-13	1-13	0-01	1.2%	0-00
Volume	24	218	194	808.3%	493

Daily Pivots for day following 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	163-06	162-16	159-15
R3	161-18	160-28	159-00
R2	159-30	159-30	158-28
R1	159-08	159-08	158-23	159-19
PP	158-10	158-10	158-10	158-16
S1	157-20	157-20	158-13	157-31
S2	156-22	156-22	158-08
S3	155-02	156-00	158-04
S4	153-14	154-12	157-21

Weekly Pivots for week ending 19-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	170-25	168-19	160-23
R3	166-28	164-22	159-20
R2	162-31	162-31	159-09
R1	160-25	160-25	158-29	159-30
PP	159-02	159-02	159-02	158-21
S1	156-28	156-28	158-07	156-00
S2	155-05	155-05	157-27
S3	151-08	152-31	157-16
S4	147-11	149-02	156-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-09	157-12	3-29	2.5%	1-19	1.0%	30%	False	True	98
10	161-09	153-20	7-21	4.8%	1-18	1.0%	64%	False	False	91
20	161-09	150-23	10-18	6.7%	1-08	0.8%	74%	False	False	94
40	161-09	149-05	12-04	7.6%	0-30	0.6%	78%	False	False	59

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	True
Bull Hook	False
Stretch	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165-29
2.618	163-08
1.618	161-20
1.000	160-20
0.618	160-00
HIGH	159-00
0.618	158-12
0.500	158-06
0.382	158-00
LOW	157-12
0.618	156-12
1.000	155-24
1.618	154-24
2.618	153-04
4.250	150-15

Fisher Pivots for day following 19-Dec-2014
Pivot	1 day	3 day
R1	158-14	158-28
PP	158-10	158-25
S1	158-06	158-22

Download as Excel Spreadsheet

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

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