ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 06-Jan-2015

Day Change Summary
	Previous	Current
	05-Jan-2015	06-Jan-2015	Change	Change %	Previous Week
Open	161-00	163-05	2-05	1.3%	157-15
High	163-15	166-10	2-27	1.7%	161-13
Low	160-27	163-05	2-10	1.4%	157-15
Close	163-01	164-30	1-29	1.2%	160-24
Range	2-20	3-05	0-17	20.2%	3-30
ATR	1-17	1-21	0-04	8.2%	0-00
Volume	192	441	249	129.7%	526

Daily Pivots for day following 06-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	174-09	172-24	166-22
R3	171-04	169-19	165-26
R2	167-31	167-31	165-17
R1	166-14	166-14	165-07	167-06
PP	164-26	164-26	164-26	165-06
S1	163-09	163-09	164-21	164-02
S2	161-21	161-21	164-11
S3	158-16	160-04	164-02
S4	155-11	156-31	163-06

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	166-10	158-15	7-27	4.8%	2-01	1.2%	82%	True	False	222
10	166-10	156-08	10-02	6.1%	1-23	1.0%	86%	True	False	149
20	166-10	153-20	12-22	7.7%	1-20	1.0%	89%	True	False	120
40	166-10	149-05	17-05	10.4%	1-08	0.8%	92%	True	False	90

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 51 trading days

Fibonacci Retracements and Extensions
4.250	179-23
2.618	174-18
1.618	171-13
1.000	169-15
0.618	168-08
HIGH	166-10
0.618	165-03
0.500	164-24
0.382	164-12
LOW	163-05
0.618	161-07
1.000	160-00
1.618	158-02
2.618	154-29
4.250	149-24

Fisher Pivots for day following 06-Jan-2015
Pivot	1 day	3 day
R1	164-28	164-05
PP	164-26	163-12
S1	164-24	162-19

Download as Excel Spreadsheet

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

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