ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	161-13	161-21	0-08	0.2%	164-29
High	162-12	163-04	0-24	0.5%	165-11
Low	161-02	161-09	0-07	0.1%	160-31
Close	162-01	162-18	0-17	0.3%	162-18
Range	1-10	1-27	0-17	40.5%	4-12
ATR	1-28	1-28	0-00	-0.1%	0-00
Volume	265,143	196,936	-68,207	-25.7%	1,132,561

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	167-27	167-02	163-18
R3	166-00	165-07	163-02
R2	164-05	164-05	162-29
R1	163-12	163-12	162-23	163-24
PP	162-10	162-10	162-10	162-17
S1	161-17	161-17	162-13	161-30
S2	160-15	160-15	162-07
S3	158-20	159-22	162-02
S4	156-25	157-27	161-18

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	176-03	173-22	164-31
R3	171-23	169-10	163-24
R2	167-11	167-11	163-12
R1	164-30	164-30	162-31	163-30
PP	162-31	162-31	162-31	162-15
S1	160-18	160-18	162-05	159-18
S2	158-19	158-19	161-24
S3	154-07	156-06	161-12
S4	149-27	151-26	160-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-11	160-31	4-12	2.7%	1-28	1.2%	36%	False	False	226,512
10	165-26	160-31	4-27	3.0%	1-27	1.1%	33%	False	False	231,756
20	166-21	160-31	5-22	3.5%	1-27	1.1%	28%	False	False	207,784
40	166-21	154-27	11-26	7.3%	1-25	1.1%	65%	False	False	223,200
60	171-09	154-27	16-14	10.1%	1-29	1.2%	47%	False	False	161,801
80	171-09	154-27	16-14	10.1%	1-31	1.2%	47%	False	False	121,432
100	171-09	152-02	19-07	11.8%	1-27	1.1%	55%	False	False	97,164
120	171-09	149-05	22-04	13.6%	1-21	1.0%	61%	False	False	80,976

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	0-14
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170-31
2.618	167-30
1.618	166-03
1.000	164-31
0.618	164-08
HIGH	163-04
0.618	162-13
0.500	162-06
0.382	162-00
LOW	161-09
0.618	160-05
1.000	159-14
1.618	158-10
2.618	156-15
4.250	153-14

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	162-14	162-17
PP	162-10	162-16
S1	162-06	162-14

Download as Excel Spreadsheet

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

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