ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 03-Jun-2015

Day Change Summary
	Previous	Current
	02-Jun-2015	03-Jun-2015	Change	Change %	Previous Week
Open	153-22	151-31	-1-23	-1.1%	152-17
High	153-28	152-02	-1-26	-1.2%	155-27
Low	151-15	149-09	-2-06	-1.4%	152-13
Close	151-25	149-23	-2-02	-1.4%	155-20
Range	2-13	2-25	0-12	15.6%	3-14
ATR	1-31	2-00	0-02	3.0%	0-00
Volume	255,728	308,439	52,711	20.6%	1,050,552

Daily Pivots for day following 03-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	158-22	157-00	151-08
R3	155-29	154-07	150-15
R2	153-04	153-04	150-07
R1	151-14	151-14	149-31	150-28
PP	150-11	150-11	150-11	150-03
S1	148-21	148-21	149-15	148-04
S2	147-18	147-18	149-07
S3	144-25	145-28	148-31
S4	142-00	143-03	148-06

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-30	163-23	157-16
R3	161-16	160-09	156-18
R2	158-02	158-02	156-08
R1	156-27	156-27	155-30	157-14
PP	154-20	154-20	154-20	154-30
S1	153-13	153-13	155-10	154-00
S2	151-06	151-06	155-00
S3	147-24	149-31	154-22
S4	144-10	146-17	153-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-27	149-09	6-18	4.4%	1-30	1.3%	7%	False	True	261,819
10	155-27	149-09	6-18	4.4%	1-26	1.2%	7%	False	True	192,948
20	155-27	149-09	6-18	4.4%	2-06	1.5%	7%	False	True	98,716
40	164-04	149-09	14-27	9.9%	1-26	1.2%	3%	False	True	49,450
60	165-07	149-09	15-30	10.6%	1-14	1.0%	3%	False	True	32,973

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	0-10
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	163-28
2.618	159-11
1.618	156-18
1.000	154-27
0.618	153-25
HIGH	152-02
0.618	151-00
0.500	150-22
0.382	150-11
LOW	149-09
0.618	147-18
1.000	146-16
1.618	144-25
2.618	142-00
4.250	137-15

Fisher Pivots for day following 03-Jun-2015
Pivot	1 day	3 day
R1	150-22	152-12
PP	150-11	151-15
S1	150-01	150-19

Download as Excel Spreadsheet

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

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