ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	148-07	148-01	-0-06	-0.1%	149-31
High	148-07	148-01	-0-06	-0.1%	150-19
Low	148-07	147-30	-0-09	-0.2%	148-03
Close	148-07	147-30	-0-09	-0.2%	150-09
Range	0-00	0-03	0-03		2-16
ATR	1-10	1-07	-0-02	-5.6%	0-00
Volume	1	1	0	0.0%	8

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	148-08	148-06	148-00
R3	148-05	148-03	147-31
R2	148-02	148-02	147-31
R1	148-00	148-00	147-30	148-00
PP	147-31	147-31	147-31	147-31
S1	147-29	147-29	147-30	147-28
S2	147-28	147-28	147-29
S3	147-25	147-26	147-29
S4	147-22	147-23	147-28

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	157-05	156-07	151-21
R3	154-21	153-23	150-31
R2	152-05	152-05	150-24
R1	151-07	151-07	150-16	151-22
PP	149-21	149-21	149-21	149-28
S1	148-23	148-23	150-02	149-06
S2	147-05	147-05	149-26
S3	144-21	146-07	149-19
S4	142-05	143-23	148-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-19	147-00	3-19	2.4%	0-04	0.1%	26%	False	False	2
10	150-19	147-00	3-19	2.4%	0-07	0.1%	26%	False	False	2
20	153-30	146-08	7-22	5.2%	0-12	0.3%	22%	False	False	2

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-14
2.618	148-09
1.618	148-06
1.000	148-04
0.618	148-03
HIGH	148-01
0.618	148-00
0.500	148-00
0.382	147-31
LOW	147-30
0.618	147-28
1.000	147-27
1.618	147-25
2.618	147-22
4.250	147-17

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	148-00	147-26
PP	147-31	147-23
S1	147-30	147-20

Download as Excel Spreadsheet

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

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