ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 09-Jan-2015

Day Change Summary
	Previous	Current
	08-Jan-2015	09-Jan-2015	Change	Change %	Previous Week
Open	164-10	163-10	-1-00	-0.6%	161-00
High	164-17	164-15	-0-02	0.0%	166-10
Low	162-31	162-17	-0-14	-0.3%	160-27
Close	163-06	163-30	0-24	0.5%	163-30
Range	1-18	1-30	0-12	24.0%	5-15
ATR	1-22	1-23	0-01	1.1%	0-00
Volume	450	258	-192	-42.7%	1,640

Daily Pivots for day following 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-15	168-20	165-00
R3	167-17	166-22	164-15
R2	165-19	165-19	164-09
R1	164-24	164-24	164-04	165-06
PP	163-21	163-21	163-21	163-27
S1	162-26	162-26	163-24	163-08
S2	161-23	161-23	163-19
S3	159-25	160-28	163-13
S4	157-27	158-30	162-28

Weekly Pivots for week ending 09-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	180-03	177-16	166-30
R3	174-20	172-01	165-14
R2	169-05	169-05	164-30
R1	166-18	166-18	164-14	167-28
PP	163-22	163-22	163-22	164-11
S1	161-03	161-03	163-14	162-12
S2	158-07	158-07	162-30
S3	152-24	155-20	162-14
S4	147-09	150-05	160-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166-10	160-27	5-15	3.3%	2-06	1.3%	57%	False	False	328
10	166-10	157-13	8-29	5.4%	1-24	1.1%	73%	False	False	227
20	166-10	156-08	10-02	6.1%	1-21	1.0%	76%	False	False	154
40	166-10	150-00	16-10	10.0%	1-10	0.8%	85%	False	False	114

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	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	172-22
2.618	169-17
1.618	167-19
1.000	166-13
0.618	165-21
HIGH	164-15
0.618	163-23
0.500	163-16
0.382	163-09
LOW	162-17
0.618	161-11
1.000	160-19
1.618	159-13
2.618	157-15
4.250	154-10

Fisher Pivots for day following 09-Jan-2015
Pivot	1 day	3 day
R1	163-25	164-01
PP	163-21	164-00
S1	163-16	163-31

Download as Excel Spreadsheet

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

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