ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 01-Apr-2015

Day Change Summary
	Previous	Current
	31-Mar-2015	01-Apr-2015	Change	Change %	Previous Week
Open	162-13	163-07	0-26	0.5%	162-16
High	162-13	164-25	2-12	1.5%	163-27
Low	162-13	163-07	0-26	0.5%	160-25
Close	162-13	164-10	1-29	1.2%	162-29
Range	0-00	1-18	1-18		3-02
ATR	1-03	1-06	0-03	8.2%	0-00
Volume	11	22	11	100.0%	96

Daily Pivots for day following 01-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-25	168-04	165-06
R3	167-07	166-18	164-24
R2	165-21	165-21	164-19
R1	165-00	165-00	164-15	165-10
PP	164-03	164-03	164-03	164-09
S1	163-14	163-14	164-05	163-24
S2	162-17	162-17	164-01
S3	160-31	161-28	163-28
S4	159-13	160-10	163-14

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	164-25	160-25	4-00	2.4%	1-01	0.6%	88%	True	False	21
10	164-25	160-25	4-00	2.4%	0-26	0.5%	88%	True	False	20
20	164-25	153-24	11-01	6.7%	0-14	0.3%	96%	True	False	10

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	171-14
2.618	168-28
1.618	167-10
1.000	166-11
0.618	165-24
HIGH	164-25
0.618	164-06
0.500	164-00
0.382	163-26
LOW	163-07
0.618	162-08
1.000	161-21
1.618	160-22
2.618	159-04
4.250	156-18

Fisher Pivots for day following 01-Apr-2015
Pivot	1 day	3 day
R1	164-07	164-00
PP	164-03	163-22
S1	164-00	163-12

Download as Excel Spreadsheet

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

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