ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 11-May-2015

Day Change Summary
	Previous	Current
	08-May-2015	11-May-2015	Change	Change %	Previous Week
Open	154-08	155-00	0-24	0.5%	156-00
High	155-23	155-00	-0-23	-0.5%	156-19
Low	153-27	151-08	-2-19	-1.7%	151-18
Close	154-21	151-20	-3-01	-2.0%	154-21
Range	1-28	3-24	1-28	100.0%	5-01
ATR	1-24	1-28	0-05	8.2%	0-00
Volume	1,102	1,956	854	77.5%	5,385

Daily Pivots for day following 11-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	163-28	161-16	153-22
R3	160-04	157-24	152-21
R2	156-12	156-12	152-10
R1	154-00	154-00	151-31	153-10
PP	152-20	152-20	152-20	152-09
S1	150-08	150-08	151-09	149-18
S2	148-28	148-28	150-30
S3	145-04	146-16	150-19
S4	141-12	142-24	149-18

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-12	167-01	157-14
R3	164-11	162-00	156-01
R2	159-10	159-10	155-19
R1	156-31	156-31	155-04	155-20
PP	154-09	154-09	154-09	153-19
S1	151-30	151-30	154-06	150-19
S2	149-08	149-08	153-23
S3	144-07	146-29	153-09
S4	139-06	141-28	151-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-23	151-08	4-15	2.9%	2-17	1.7%	8%	False	True	1,393
10	160-31	151-08	9-23	6.4%	2-06	1.5%	4%	False	True	952
20	164-04	151-08	12-28	8.5%	1-25	1.2%	3%	False	True	517
40	165-07	151-08	13-31	9.2%	1-11	0.9%	3%	False	True	268

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	0-12
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	170-30
2.618	164-26
1.618	161-02
1.000	158-24
0.618	157-10
HIGH	155-00
0.618	153-18
0.500	153-04
0.382	152-22
LOW	151-08
0.618	148-30
1.000	147-16
1.618	145-06
2.618	141-14
4.250	135-10

Fisher Pivots for day following 11-May-2015
Pivot	1 day	3 day
R1	153-04	153-16
PP	152-20	152-28
S1	152-04	152-08

Download as Excel Spreadsheet

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

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