ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 29-Dec-2014

Day Change Summary
	Previous	Current
	26-Dec-2014	29-Dec-2014	Change	Change %	Previous Week
Open	158-02	157-15	-0-19	-0.4%	158-20
High	158-02	159-01	0-31	0.6%	159-15
Low	157-13	157-15	0-02	0.0%	156-08
Close	157-19	158-11	0-24	0.5%	157-19
Range	0-21	1-18	0-29	138.1%	3-07
ATR	1-13	1-13	0-00	0.8%	0-00
Volume	104	48	-56	-53.8%	331

Daily Pivots for day following 29-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	162-31	162-07	159-06
R3	161-13	160-21	158-25
R2	159-27	159-27	158-20
R1	159-03	159-03	158-16	159-15
PP	158-09	158-09	158-09	158-15
S1	157-17	157-17	158-06	157-29
S2	156-23	156-23	158-02
S3	155-05	155-31	157-29
S4	153-19	154-13	157-16

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	167-14	165-23	159-12
R3	164-07	162-16	158-15
R2	161-00	161-00	158-06
R1	159-09	159-09	157-28	158-17
PP	157-25	157-25	157-25	157-12
S1	156-02	156-02	157-10	155-10
S2	154-18	154-18	157-00
S3	151-11	152-27	156-23
S4	148-04	149-20	155-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-15	156-08	3-07	2.0%	1-13	0.9%	65%	False	False	75
10	161-09	156-08	5-01	3.2%	1-16	0.9%	42%	False	False	87
20	161-09	152-02	9-07	5.8%	1-13	0.9%	68%	False	False	91
40	161-09	149-05	12-04	7.7%	1-01	0.7%	76%	False	False	63

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 3 trading days

Fibonacci Retracements and Extensions
4.250	165-22
2.618	163-04
1.618	161-18
1.000	160-19
0.618	160-00
HIGH	159-01
0.618	158-14
0.500	158-08
0.382	158-02
LOW	157-15
0.618	156-16
1.000	155-29
1.618	154-30
2.618	153-12
4.250	150-26

Fisher Pivots for day following 29-Dec-2014
Pivot	1 day	3 day
R1	158-10	158-04
PP	158-09	157-28
S1	158-08	157-20

Download as Excel Spreadsheet

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

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