ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 15-May-2015

Day Change Summary
	Previous	Current
	14-May-2015	15-May-2015	Change	Change %	Previous Week
Open	150-23	151-23	1-00	0.7%	155-00
High	151-31	154-09	2-10	1.5%	155-00
Low	150-12	151-23	1-11	0.9%	149-17
Close	151-15	154-02	2-19	1.7%	154-02
Range	1-19	2-18	0-31	60.8%	5-15
ATR	2-00	2-02	0-02	2.8%	0-00
Volume	7,152	14,706	7,554	105.6%	30,533

Daily Pivots for day following 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-01	160-04	155-15
R3	158-15	157-18	154-25
R2	155-29	155-29	154-17
R1	155-00	155-00	154-10	155-14
PP	153-11	153-11	153-11	153-19
S1	152-14	152-14	153-26	152-28
S2	150-25	150-25	153-19
S3	148-07	149-28	153-11
S4	145-21	147-10	152-21

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-09	167-04	157-02
R3	163-26	161-21	155-18
R2	158-11	158-11	155-02
R1	156-06	156-06	154-18	154-17
PP	152-28	152-28	152-28	152-01
S1	150-23	150-23	153-18	149-02
S2	147-13	147-13	153-02
S3	141-30	145-08	152-18
S4	136-15	139-25	151-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-00	149-17	5-15	3.5%	2-25	1.8%	83%	False	False	6,106
10	156-19	149-17	7-02	4.6%	2-15	1.6%	64%	False	False	3,591
20	163-14	149-17	13-29	9.0%	2-00	1.3%	33%	False	False	1,937
40	165-07	149-17	15-22	10.2%	1-18	1.0%	29%	False	False	982

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	0-19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165-06
2.618	161-00
1.618	158-14
1.000	156-27
0.618	155-28
HIGH	154-09
0.618	153-10
0.500	153-00
0.382	152-22
LOW	151-23
0.618	150-04
1.000	149-05
1.618	147-18
2.618	145-00
4.250	140-26

Fisher Pivots for day following 15-May-2015
Pivot	1 day	3 day
R1	153-23	153-16
PP	153-11	152-29
S1	153-00	152-10

Download as Excel Spreadsheet

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

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