ECBOT 30 Year Treasury Bond Future September 2015

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

Day Change Summary
	Previous	Current
	30-Apr-2015	01-May-2015	Change	Change %	Previous Week
Open	158-01	158-01	0-00	0.0%	160-22
High	158-15	158-01	-0-14	-0.3%	161-17
Low	156-25	155-31	-0-26	-0.5%	155-31
Close	158-01	156-02	-1-31	-1.2%	156-02
Range	1-22	2-02	0-12	22.2%	5-18
ATR	1-17	1-18	0-01	2.5%	0-00
Volume	323	1,360	1,037	321.1%	2,500

Daily Pivots for day following 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-28	161-17	157-06
R3	160-26	159-15	156-20
R2	158-24	158-24	156-14
R1	157-13	157-13	156-08	157-02
PP	156-22	156-22	156-22	156-16
S1	155-11	155-11	155-28	155-00
S2	154-20	154-20	155-22
S3	152-18	153-09	155-16
S4	150-16	151-07	154-30

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	174-17	170-28	159-04
R3	168-31	165-10	157-19
R2	163-13	163-13	157-03
R1	159-24	159-24	156-18	158-26
PP	157-27	157-27	157-27	157-12
S1	154-06	154-06	155-18	153-08
S2	152-09	152-09	155-01
S3	146-23	148-20	154-17
S4	141-05	143-02	153-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-17	155-31	5-18	3.6%	1-24	1.1%	2%	False	True	500
10	163-14	155-31	7-15	4.8%	1-18	1.0%	1%	False	True	283
20	164-04	155-31	8-05	5.2%	1-12	0.9%	1%	False	True	152
40	165-07	154-27	10-12	6.6%	1-00	0.6%	12%	False	False	85

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166-26
2.618	163-14
1.618	161-12
1.000	160-03
0.618	159-10
HIGH	158-01
0.618	157-08
0.500	157-00
0.382	156-24
LOW	155-31
0.618	154-22
1.000	153-29
1.618	152-20
2.618	150-18
4.250	147-06

Fisher Pivots for day following 01-May-2015
Pivot	1 day	3 day
R1	157-00	157-24
PP	156-22	157-06
S1	156-12	156-20

Download as Excel Spreadsheet

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

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