ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 23-Dec-2014

Day Change Summary
	Previous	Current
	22-Dec-2014	23-Dec-2014	Change	Change %	Previous Week
Open	158-20	159-15	0-27	0.5%	159-06
High	159-10	159-15	0-05	0.1%	161-09
Low	158-16	156-23	-1-25	-1.1%	157-12
Close	159-08	157-02	-2-06	-1.4%	158-18
Range	0-26	2-24	1-30	238.5%	3-29
ATR	1-12	1-15	0-03	7.2%	0-00
Volume	19	15	-4	-21.1%	493

Daily Pivots for day following 23-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	166-00	164-09	158-18
R3	163-08	161-17	157-26
R2	160-16	160-16	157-18
R1	158-25	158-25	157-10	158-08
PP	157-24	157-24	157-24	157-16
S1	156-01	156-01	156-26	155-16
S2	155-00	155-00	156-18
S3	152-08	153-09	156-10
S4	149-16	150-17	155-18

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	160-13	156-23	3-22	2.3%	1-24	1.1%	9%	False	True	78
10	161-09	155-24	5-17	3.5%	1-19	1.0%	24%	False	False	70
20	161-09	151-20	9-21	6.1%	1-11	0.9%	56%	False	False	90
40	161-09	149-05	12-04	7.7%	1-00	0.6%	65%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	171-05
2.618	166-21
1.618	163-29
1.000	162-07
0.618	161-05
HIGH	159-15
0.618	158-13
0.500	158-03
0.382	157-25
LOW	156-23
0.618	155-01
1.000	153-31
1.618	152-09
2.618	149-17
4.250	145-01

Fisher Pivots for day following 23-Dec-2014
Pivot	1 day	3 day
R1	158-03	158-03
PP	157-24	157-24
S1	157-13	157-13

Download as Excel Spreadsheet

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

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