ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 21-May-2015

Day Change Summary
	Previous	Current
	20-May-2015	21-May-2015	Change	Change %	Previous Week
Open	150-24	151-09	0-17	0.4%	155-00
High	151-25	152-29	1-04	0.7%	155-00
Low	150-12	151-03	0-23	0.5%	149-17
Close	151-06	152-28	1-22	1.1%	154-02
Range	1-13	1-26	0-13	28.9%	5-15
ATR	2-02	2-02	-0-01	-0.9%	0-00
Volume	6,904	14,029	7,125	103.2%	30,533

Daily Pivots for day following 21-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	157-23	157-04	153-28
R3	155-29	155-10	153-12
R2	154-03	154-03	153-07
R1	153-16	153-16	153-01	153-26
PP	152-09	152-09	152-09	152-14
S1	151-22	151-22	152-23	152-00
S2	150-15	150-15	152-17
S3	148-21	149-28	152-12
S4	146-27	148-02	151-28

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%	2-03	1.4%	64%	False	False	9,047
10	155-23	149-17	6-06	4.0%	2-12	1.6%	54%	False	False	6,216
20	161-17	149-17	12-00	7.8%	2-05	1.4%	28%	False	False	3,449
40	165-07	149-17	15-22	10.3%	1-21	1.1%	21%	False	False	1,743

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	0-16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	160-20
2.618	157-21
1.618	155-27
1.000	154-23
0.618	154-01
HIGH	152-29
0.618	152-07
0.500	152-00
0.382	151-25
LOW	151-03
0.618	149-31
1.000	149-09
1.618	148-05
2.618	146-11
4.250	143-12

Fisher Pivots for day following 21-May-2015
Pivot	1 day	3 day
R1	152-19	152-15
PP	152-09	152-01
S1	152-00	151-20

Download as Excel Spreadsheet

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

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