ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 05-May-2015

Day Change Summary
	Previous	Current
	04-May-2015	05-May-2015	Change	Change %	Previous Week
Open	156-00	154-29	-1-03	-0.7%	160-22
High	156-19	155-22	-0-29	-0.6%	161-17
Low	154-30	153-27	-1-03	-0.7%	155-31
Close	155-07	154-16	-0-23	-0.5%	156-02
Range	1-21	1-27	0-06	11.3%	5-18
ATR	1-18	1-19	0-01	1.2%	0-00
Volume	374	296	-78	-20.9%	2,500

Daily Pivots for day following 05-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	160-07	159-06	155-16
R3	158-12	157-11	155-00
R2	156-17	156-17	154-27
R1	155-16	155-16	154-21	155-03
PP	154-22	154-22	154-22	154-15
S1	153-21	153-21	154-11	153-08
S2	152-27	152-27	154-05
S3	151-00	151-26	154-00
S4	149-05	149-31	153-16

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	159-17	153-27	5-22	3.7%	1-29	1.2%	12%	False	True	552
10	162-02	153-27	8-07	5.3%	1-23	1.1%	8%	False	True	339
20	164-04	153-27	10-09	6.7%	1-14	0.9%	6%	False	True	185
40	165-07	153-27	11-12	7.4%	1-02	0.7%	6%	False	True	102

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	0-08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163-17
2.618	160-16
1.618	158-21
1.000	157-17
0.618	156-26
HIGH	155-22
0.618	154-31
0.500	154-24
0.382	154-18
LOW	153-27
0.618	152-23
1.000	152-00
1.618	150-28
2.618	149-01
4.250	146-00

Fisher Pivots for day following 05-May-2015
Pivot	1 day	3 day
R1	154-24	155-30
PP	154-22	155-15
S1	154-19	154-31

Download as Excel Spreadsheet

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

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