ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 19-May-2015

Day Change Summary
	Previous	Current
	18-May-2015	19-May-2015	Change	Change %	Previous Week
Open	153-23	151-22	-2-01	-1.3%	155-00
High	153-27	152-26	-1-01	-0.7%	155-00
Low	151-18	150-11	-1-07	-0.8%	149-17
Close	151-30	151-15	-0-15	-0.3%	154-02
Range	2-09	2-15	0-06	8.2%	5-15
ATR	2-03	2-04	0-01	1.3%	0-00
Volume	3,417	6,183	2,766	80.9%	30,533

Daily Pivots for day following 19-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	158-30	157-22	152-26
R3	156-15	155-07	152-05
R2	154-00	154-00	151-29
R1	152-24	152-24	151-22	152-04
PP	151-17	151-17	151-17	151-08
S1	150-09	150-09	151-08	149-22
S2	149-02	149-02	151-01
S3	146-19	147-26	150-25
S4	144-04	145-11	150-04

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	154-09	150-11	3-30	2.6%	2-12	1.6%	29%	False	True	7,274
10	155-23	149-17	6-06	4.1%	2-19	1.7%	31%	False	False	4,484
20	162-02	149-17	12-17	8.3%	2-05	1.4%	15%	False	False	2,412
40	165-07	149-17	15-22	10.4%	1-21	1.1%	12%	False	False	1,221

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	0-18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	163-10
2.618	159-09
1.618	156-26
1.000	155-09
0.618	154-11
HIGH	152-26
0.618	151-28
0.500	151-18
0.382	151-09
LOW	150-11
0.618	148-26
1.000	147-28
1.618	146-11
2.618	143-28
4.250	139-27

Fisher Pivots for day following 19-May-2015
Pivot	1 day	3 day
R1	151-18	152-10
PP	151-17	152-01
S1	151-16	151-24

Download as Excel Spreadsheet

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

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