ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 27-Jul-2015

Day Change Summary
	Previous	Current
	24-Jul-2015	27-Jul-2015	Change	Change %	Previous Week
Open	154-18	154-23	0-05	0.1%	152-02
High	155-03	155-27	0-24	0.5%	155-03
Low	154-12	154-23	0-11	0.2%	150-31
Close	154-19	155-06	0-19	0.4%	154-19
Range	0-23	1-04	0-13	56.5%	4-04
ATR	1-28	1-27	-0-01	-2.4%	0-00
Volume	256,884	212,314	-44,570	-17.4%	1,113,919

Daily Pivots for day following 27-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	158-20	158-01	155-26
R3	157-16	156-29	155-16
R2	156-12	156-12	155-13
R1	155-25	155-25	155-09	156-02
PP	155-08	155-08	155-08	155-13
S1	154-21	154-21	155-03	154-30
S2	154-04	154-04	154-31
S3	153-00	153-17	154-28
S4	151-28	152-13	154-18

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	165-30	164-12	156-28
R3	161-26	160-08	155-23
R2	157-22	157-22	155-11
R1	156-04	156-04	154-31	156-29
PP	153-18	153-18	153-18	153-30
S1	152-00	152-00	154-07	152-25
S2	149-14	149-14	153-27
S3	145-10	147-28	153-15
S4	141-06	143-24	152-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-27	150-31	4-28	3.1%	1-10	0.8%	87%	True	False	226,019
10	155-27	148-17	7-10	4.7%	1-12	0.9%	91%	True	False	219,406
20	155-27	147-26	8-01	5.2%	1-29	1.2%	92%	True	False	257,178
40	155-27	147-11	8-16	5.5%	1-31	1.3%	92%	True	False	253,186
60	158-01	147-11	10-22	6.9%	2-00	1.3%	73%	False	False	188,083
80	165-07	147-11	17-28	11.5%	1-27	1.2%	44%	False	False	141,084
100	165-07	147-11	17-28	11.5%	1-19	1.0%	44%	False	False	112,870

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	0-11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	160-20
2.618	158-25
1.618	157-21
1.000	156-31
0.618	156-17
HIGH	155-27
0.618	155-13
0.500	155-09
0.382	155-05
LOW	154-23
0.618	154-01
1.000	153-19
1.618	152-29
2.618	151-25
4.250	149-30

Fisher Pivots for day following 27-Jul-2015
Pivot	1 day	3 day
R1	155-09	154-29
PP	155-08	154-19
S1	155-07	154-10

Download as Excel Spreadsheet

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

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