ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 22-Apr-2015

Day Change Summary
	Previous	Current
	21-Apr-2015	22-Apr-2015	Change	Change %	Previous Week
Open	162-20	162-02	-0-18	-0.3%	162-07
High	162-20	162-02	-0-18	-0.3%	164-04
Low	161-27	159-22	-2-05	-1.3%	161-10
Close	161-27	159-30	-1-29	-1.2%	163-29
Range	0-25	2-12	1-19	204.0%	2-26
ATR	1-11	1-14	0-02	5.4%	0-00
Volume	23	15	-8	-34.8%	172

Daily Pivots for day following 22-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	167-22	166-06	161-08
R3	165-10	163-26	160-19
R2	162-30	162-30	160-12
R1	161-14	161-14	160-05	161-00
PP	160-18	160-18	160-18	160-11
S1	159-02	159-02	159-23	158-20
S2	158-06	158-06	159-16
S3	155-26	156-22	159-09
S4	153-14	154-10	158-20

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-18	170-17	165-14
R3	168-24	167-23	164-22
R2	165-30	165-30	164-14
R1	164-29	164-29	164-05	165-14
PP	163-04	163-04	163-04	163-12
S1	162-03	162-03	163-21	162-20
S2	160-10	160-10	163-12
S3	157-16	159-09	163-04
S4	154-22	156-15	162-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-00	159-22	4-10	2.7%	1-17	1.0%	6%	False	True	35
10	164-04	159-22	4-14	2.8%	1-10	0.8%	6%	False	True	31
20	165-07	159-22	5-17	3.5%	1-07	0.8%	5%	False	True	29

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	0-05
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	172-05
2.618	168-09
1.618	165-29
1.000	164-14
0.618	163-17
HIGH	162-02
0.618	161-05
0.500	160-28
0.382	160-19
LOW	159-22
0.618	158-07
1.000	157-10
1.618	155-27
2.618	153-15
4.250	149-19

Fisher Pivots for day following 22-Apr-2015
Pivot	1 day	3 day
R1	160-28	161-18
PP	160-18	161-01
S1	160-08	160-15

Download as Excel Spreadsheet

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

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