ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	162-07	163-02	0-27	0.5%	164-00
High	162-08	164-04	1-28	1.2%	164-00
Low	161-10	162-26	1-16	0.9%	161-17
Close	161-31	162-26	0-27	0.5%	162-00
Range	0-30	1-10	0-12	40.0%	2-15
ATR	1-09	1-11	0-02	4.9%	0-00
Volume	4	11	7	175.0%	38

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	167-06	166-10	163-17
R3	165-28	165-00	163-06
R2	164-18	164-18	163-02
R1	163-22	163-22	162-30	163-15
PP	163-08	163-08	163-08	163-04
S1	162-12	162-12	162-22	162-05
S2	161-30	161-30	162-18
S3	160-20	161-02	162-14
S4	159-10	159-24	162-03

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-29	168-14	163-11
R3	167-14	165-31	162-22
R2	164-31	164-31	162-14
R1	163-16	163-16	162-07	163-00
PP	162-16	162-16	162-16	162-08
S1	161-01	161-01	161-25	160-17
S2	160-01	160-01	161-18
S3	157-18	158-18	161-10
S4	155-03	156-03	160-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-04	161-10	2-26	1.7%	1-02	0.6%	53%	True	False	7
10	165-07	161-10	3-29	2.4%	1-07	0.8%	38%	False	False	22
20	165-07	160-25	4-14	2.7%	0-31	0.6%	46%	False	False	20

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	169-22
2.618	167-18
1.618	166-08
1.000	165-14
0.618	164-30
HIGH	164-04
0.618	163-20
0.500	163-15
0.382	163-10
LOW	162-26
0.618	162-00
1.000	161-16
1.618	160-22
2.618	159-12
4.250	157-08

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	163-15	162-25
PP	163-08	162-24
S1	163-01	162-23

Download as Excel Spreadsheet

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

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