ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 22-Dec-2014

Day Change Summary
	Previous	Current
	19-Dec-2014	22-Dec-2014	Change	Change %	Previous Week
Open	157-12	158-20	1-08	0.8%	159-06
High	159-00	159-10	0-10	0.2%	161-09
Low	157-12	158-16	1-04	0.7%	157-12
Close	158-18	159-08	0-22	0.4%	158-18
Range	1-20	0-26	-0-26	-50.0%	3-29
ATR	1-13	1-12	-0-01	-3.0%	0-00
Volume	218	19	-199	-91.3%	493

Daily Pivots for day following 22-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	161-15	161-05	159-22
R3	160-21	160-11	159-15
R2	159-27	159-27	159-13
R1	159-17	159-17	159-10	159-22
PP	159-01	159-01	159-01	159-03
S1	158-23	158-23	159-06	158-28
S2	158-07	158-07	159-03
S3	157-13	157-29	159-01
S4	156-19	157-03	158-26

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%	1-18	1.0%	48%	False	False	81
10	161-09	154-20	6-21	4.2%	1-16	0.9%	69%	False	False	81
20	161-09	151-00	10-09	6.5%	1-08	0.8%	80%	False	False	91
40	161-09	149-05	12-04	7.6%	0-31	0.6%	83%	False	False	56

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	162-24
2.618	161-14
1.618	160-20
1.000	160-04
0.618	159-26
HIGH	159-10
0.618	159-00
0.500	158-29
0.382	158-26
LOW	158-16
0.618	158-00
1.000	157-22
1.618	157-06
2.618	156-12
4.250	155-02

Fisher Pivots for day following 22-Dec-2014
Pivot	1 day	3 day
R1	159-04	159-01
PP	159-01	158-25
S1	158-29	158-18

Download as Excel Spreadsheet

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

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