ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 11-Jun-2015

Day Change Summary
	Previous	Current
	10-Jun-2015	11-Jun-2015	Change	Change %	Previous Week
Open	146-20	148-01	1-13	1.0%	153-00
High	146-20	148-23	2-03	1.4%	153-00
Low	146-08	148-01	1-25	1.2%	148-01
Close	146-08	148-23	2-15	1.7%	148-01
Range	0-12	0-22	0-10	83.3%	4-31
ATR
Volume	3	3	0	0.0%	17

Daily Pivots for day following 11-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	150-18	150-10	149-03
R3	149-28	149-20	148-29
R2	149-06	149-06	148-27
R1	148-30	148-30	148-25	149-02
PP	148-16	148-16	148-16	148-18
S1	148-08	148-08	148-21	148-12
S2	147-26	147-26	148-19
S3	147-04	147-18	148-17
S4	146-14	146-28	148-11

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-19	161-09	150-24
R3	159-20	156-10	149-13
R2	154-21	154-21	148-30
R1	151-11	151-11	148-16	150-16
PP	149-22	149-22	149-22	149-09
S1	146-12	146-12	147-18	145-18
S2	144-23	144-23	147-04
S3	139-24	141-13	146-21
S4	134-25	136-14	145-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-23	146-08	2-15	1.7%	0-12	0.2%	100%	True	False	3
10	153-30	146-08	7-22	5.2%	0-17	0.4%	32%	False	False	3

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	151-20
2.618	150-17
1.618	149-27
1.000	149-13
0.618	149-05
HIGH	148-23
0.618	148-15
0.500	148-12
0.382	148-09
LOW	148-01
0.618	147-19
1.000	147-11
1.618	146-29
2.618	146-07
4.250	145-04

Fisher Pivots for day following 11-Jun-2015
Pivot	1 day	3 day
R1	148-19	148-10
PP	148-16	147-29
S1	148-12	147-16

Download as Excel Spreadsheet

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

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