ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 16-Apr-2015

Day Change Summary
	Previous	Current
	15-Apr-2015	16-Apr-2015	Change	Change %	Previous Week
Open	163-00	162-28	-0-04	-0.1%	164-00
High	163-15	163-01	-0-14	-0.3%	164-00
Low	162-09	161-22	-0-19	-0.4%	161-17
Close	162-17	162-18	0-01	0.0%	162-00
Range	1-06	1-11	0-05	13.2%	2-15
ATR	1-11	1-11	0-00	0.1%	0-00
Volume	104	16	-88	-84.6%	38

Daily Pivots for day following 16-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	166-15	165-27	163-10
R3	165-04	164-16	162-30
R2	163-25	163-25	162-26
R1	163-05	163-05	162-22	162-26
PP	162-14	162-14	162-14	162-08
S1	161-26	161-26	162-14	161-14
S2	161-03	161-03	162-10
S3	159-24	160-15	162-06
S4	158-13	159-04	161-26

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%	1-05	0.7%	44%	False	False	29
10	165-07	161-10	3-29	2.4%	1-04	0.7%	32%	False	False	25
20	165-07	160-25	4-14	2.7%	1-01	0.6%	40%	False	False	25

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	0-04
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	168-24
2.618	166-18
1.618	165-07
1.000	164-12
0.618	163-28
HIGH	163-01
0.618	162-17
0.500	162-12
0.382	162-06
LOW	161-22
0.618	160-27
1.000	160-11
1.618	159-16
2.618	158-05
4.250	155-31

Fisher Pivots for day following 16-Apr-2015
Pivot	1 day	3 day
R1	162-16	162-29
PP	162-14	162-25
S1	162-12	162-22

Download as Excel Spreadsheet

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

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