ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	157-15	158-15	1-00	0.6%	158-20
High	159-01	159-20	0-19	0.4%	159-15
Low	157-15	158-15	1-00	0.6%	156-08
Close	158-11	158-26	0-15	0.3%	157-19
Range	1-18	1-05	-0-13	-26.0%	3-07
ATR	1-13	1-13	0-00	-0.6%	0-00
Volume	48	56	8	16.7%	331

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	162-14	161-25	159-14
R3	161-09	160-20	159-04
R2	160-04	160-04	159-01
R1	159-15	159-15	158-29	159-26
PP	158-31	158-31	158-31	159-04
S1	158-10	158-10	158-23	158-20
S2	157-26	157-26	158-19
S3	156-21	157-05	158-16
S4	155-16	156-00	158-06

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	159-20	156-08	3-12	2.1%	1-15	0.9%	76%	True	False	83
10	161-09	156-08	5-01	3.2%	1-16	1.0%	51%	False	False	82
20	161-09	152-02	9-07	5.8%	1-12	0.9%	73%	False	False	87
40	161-09	149-05	12-04	7.6%	1-02	0.7%	80%	False	False	64

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	0-02
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	164-17
2.618	162-21
1.618	161-16
1.000	160-25
0.618	160-11
HIGH	159-20
0.618	159-06
0.500	159-02
0.382	158-29
LOW	158-15
0.618	157-24
1.000	157-10
1.618	156-19
2.618	155-14
4.250	153-18

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	159-02	158-23
PP	158-31	158-20
S1	158-28	158-16

Download as Excel Spreadsheet

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

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