ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 16-Jan-2015

Day Change Summary
	Previous	Current
	15-Jan-2015	16-Jan-2015	Change	Change %	Previous Week
Open	165-19	169-03	3-16	2.1%	164-18
High	169-14	169-15	0-01	0.0%	169-15
Low	165-12	166-22	1-10	0.8%	163-29
Close	167-19	167-01	-0-18	-0.3%	167-01
Range	4-02	2-25	-1-09	-31.5%	5-18
ATR	1-30	2-00	0-02	3.1%	0-00
Volume	295	341	46	15.6%	1,194

Daily Pivots for day following 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	176-02	174-11	168-18
R3	173-09	171-18	167-25
R2	170-16	170-16	167-17
R1	168-25	168-25	167-09	168-08
PP	167-23	167-23	167-23	167-15
S1	166-00	166-00	166-25	165-15
S2	164-30	164-30	166-17
S3	162-05	163-07	166-09
S4	159-12	160-14	165-16

Weekly Pivots for week ending 16-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	183-16	180-26	170-03
R3	177-30	175-08	168-18
R2	172-12	172-12	168-02
R1	169-22	169-22	167-17	171-01
PP	166-26	166-26	166-26	167-15
S1	164-04	164-04	166-17	165-15
S2	161-08	161-08	166-00
S3	155-22	158-18	165-16
S4	150-04	153-00	163-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	169-15	163-29	5-18	3.3%	2-18	1.5%	56%	True	False	238
10	169-15	160-27	8-20	5.2%	2-12	1.4%	72%	True	False	283
20	169-15	156-08	13-07	7.9%	1-30	1.2%	82%	True	False	196
40	169-15	150-00	19-15	11.7%	1-17	0.9%	87%	True	False	143

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	0-09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	181-09
2.618	176-24
1.618	173-31
1.000	172-08
0.618	171-06
HIGH	169-15
0.618	168-13
0.500	168-02
0.382	167-24
LOW	166-22
0.618	164-31
1.000	163-29
1.618	162-06
2.618	159-13
4.250	154-28

Fisher Pivots for day following 16-Jan-2015
Pivot	1 day	3 day
R1	168-02	167-02
PP	167-23	167-02
S1	167-12	167-02

Download as Excel Spreadsheet

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

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