ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	162-16	161-23	-0-25	-0.5%	162-16
High	162-16	162-30	0-14	0.3%	163-27
Low	160-25	161-23	0-30	0.6%	160-25
Close	160-25	162-29	2-04	1.3%	162-29
Range	1-23	1-07	-0-16	-29.1%	3-02
ATR	1-03	1-06	0-02	6.9%	0-00
Volume	15	5	-10	-66.7%	96

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	166-06	165-24	163-18
R3	164-31	164-17	163-08
R2	163-24	163-24	163-04
R1	163-10	163-10	163-01	163-17
PP	162-17	162-17	162-17	162-20
S1	162-03	162-03	162-25	162-10
S2	161-10	161-10	162-22
S3	160-03	160-28	162-18
S4	158-28	159-21	162-08

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-22	170-12	164-19
R3	168-20	167-10	163-24
R2	165-18	165-18	163-15
R1	164-08	164-08	163-06	164-29
PP	162-16	162-16	162-16	162-27
S1	161-06	161-06	162-20	161-27
S2	159-14	159-14	162-11
S3	156-12	158-04	162-02
S4	153-10	155-02	161-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-27	160-25	3-02	1.9%	1-00	0.6%	69%	False	False	19
10	163-27	158-02	5-25	3.5%	0-21	0.4%	84%	False	False	12

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	0-00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168-04
2.618	166-04
1.618	164-29
1.000	164-05
0.618	163-22
HIGH	162-30
0.618	162-15
0.500	162-10
0.382	162-06
LOW	161-23
0.618	160-31
1.000	160-16
1.618	159-24
2.618	158-17
4.250	156-17

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	162-23	162-23
PP	162-17	162-16
S1	162-10	162-10

Download as Excel Spreadsheet

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

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