ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	159-16	160-31	1-15	0.9%	154-27
High	159-16	161-18	2-02	1.3%	157-26
Low	159-16	160-31	1-15	0.9%	154-27
Close	159-16	161-08	1-24	1.1%	157-23
Range	0-00	0-19	0-19		2-31
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	163-01	162-24	161-18
R3	162-14	162-05	161-13
R2	161-27	161-27	161-11
R1	161-18	161-18	161-10	161-22
PP	161-08	161-08	161-08	161-11
S1	160-31	160-31	161-06	161-04
S2	160-21	160-21	161-05
S3	160-02	160-12	161-03
S4	159-15	159-25	160-30

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	165-22	164-22	159-11
R3	162-23	161-23	158-17
R2	159-24	159-24	158-08
R1	158-24	158-24	158-00	159-08
PP	156-25	156-25	156-25	157-02
S1	155-25	155-25	157-14	156-09
S2	153-26	153-26	157-06
S3	150-27	152-26	156-29
S4	147-28	149-27	156-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-18	157-23	3-27	2.4%	0-04	0.1%	92%	True	False	1
10	161-18	153-24	7-26	4.8%	0-02	0.0%	96%	True	False	1

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	0-00
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	164-03
2.618	163-04
1.618	162-17
1.000	162-05
0.618	161-30
HIGH	161-18
0.618	161-11
0.500	161-08
0.382	161-06
LOW	160-31
0.618	160-19
1.000	160-12
1.618	160-00
2.618	159-13
4.250	158-14

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	161-08	160-25
PP	161-08	160-09
S1	161-08	159-26

Download as Excel Spreadsheet

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

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