ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 05-Jan-2015

Day Change Summary
	Previous	Current
	02-Jan-2015	05-Jan-2015	Change	Change %	Previous Week
Open	158-28	161-00	2-04	1.3%	157-15
High	161-13	163-15	2-02	1.3%	161-13
Low	158-28	160-27	1-31	1.2%	157-15
Close	160-24	163-01	2-09	1.4%	160-24
Range	2-17	2-20	0-03	3.7%	3-30
ATR	1-14	1-17	0-03	6.3%	0-00
Volume	166	192	26	15.7%	526

Daily Pivots for day following 05-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	170-10	169-10	164-15
R3	167-22	166-22	163-24
R2	165-02	165-02	163-16
R1	164-02	164-02	163-09	164-18
PP	162-14	162-14	162-14	162-22
S1	161-14	161-14	162-25	161-30
S2	159-26	159-26	162-18
S3	157-06	158-26	162-10
S4	154-18	156-06	161-19

Weekly Pivots for week ending 02-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-22	170-05	162-29
R3	167-24	166-07	161-27
R2	163-26	163-26	161-15
R1	162-09	162-09	161-04	163-02
PP	159-28	159-28	159-28	160-08
S1	158-11	158-11	160-12	159-04
S2	155-30	155-30	160-01
S3	152-00	154-13	159-21
S4	148-02	150-15	158-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-15	157-15	6-00	3.7%	1-22	1.0%	93%	True	False	143
10	163-15	156-08	7-07	4.4%	1-18	1.0%	94%	True	False	126
20	163-15	152-23	10-24	6.6%	1-17	0.9%	96%	True	False	105
40	163-15	149-05	14-10	8.8%	1-06	0.7%	97%	True	False	79

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	174-20
2.618	170-11
1.618	167-23
1.000	166-03
0.618	165-03
HIGH	163-15
0.618	162-15
0.500	162-05
0.382	161-27
LOW	160-27
0.618	159-07
1.000	158-07
1.618	156-19
2.618	153-31
4.250	149-22

Fisher Pivots for day following 05-Jan-2015
Pivot	1 day	3 day
R1	162-24	162-13
PP	162-14	161-25
S1	162-05	161-06

Download as Excel Spreadsheet

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

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