ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	146-19	147-09	0-22	0.5%	148-03
High	146-19	149-16	2-29	2.0%	148-07
Low	145-30	147-09	1-11	0.9%	145-30
Close	145-30	149-09	3-11	2.3%	145-30
Range	0-21	2-07	1-18	238.1%	2-09
ATR	1-09	1-14	0-05	12.6%	0-00
Volume	35	9	-26	-74.3%	47

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	155-11	154-17	150-16
R3	153-04	152-10	149-29
R2	150-29	150-29	149-22
R1	150-03	150-03	149-16	150-16
PP	148-22	148-22	148-22	148-28
S1	147-28	147-28	149-02	148-09
S2	146-15	146-15	148-28
S3	144-08	145-21	148-21
S4	142-01	143-14	148-02

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	153-17	152-01	147-06
R3	151-08	149-24	146-18
R2	148-31	148-31	146-11
R1	147-15	147-15	146-05	147-02
PP	146-22	146-22	146-22	146-16
S1	145-06	145-06	145-23	144-26
S2	144-13	144-13	145-17
S3	142-04	142-29	145-10
S4	139-27	140-20	144-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	149-16	145-30	3-18	2.4%	0-20	0.4%	94%	True	False	10
10	150-19	145-30	4-21	3.1%	0-12	0.2%	72%	False	False	6
20	150-19	145-30	4-21	3.1%	0-15	0.3%	72%	False	False	4

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	0-00
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	158-30
2.618	155-10
1.618	153-03
1.000	151-23
0.618	150-28
HIGH	149-16
0.618	148-21
0.500	148-12
0.382	148-04
LOW	147-09
0.618	145-29
1.000	145-02
1.618	143-22
2.618	141-15
4.250	137-27

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	149-00	148-24
PP	148-22	148-08
S1	148-12	147-23

Download as Excel Spreadsheet

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

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