ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	147-09	149-17	2-08	1.5%	148-03
High	149-16	149-25	0-09	0.2%	148-07
Low	147-09	148-16	1-07	0.8%	145-30
Close	149-09	149-07	-0-02	0.0%	145-30
Range	2-07	1-09	-0-30	-42.3%	2-09
ATR	1-14	1-14	0-00	-0.8%	0-00
Volume	9	4	-5	-55.6%	47

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	153-00	152-13	149-30
R3	151-23	151-04	149-18
R2	150-14	150-14	149-15
R1	149-27	149-27	149-11	149-16
PP	149-05	149-05	149-05	149-00
S1	148-18	148-18	149-03	148-07
S2	147-28	147-28	148-31
S3	146-19	147-09	148-28
S4	145-10	146-00	148-16

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	149-25	145-30	3-27	2.6%	0-27	0.6%	85%	True	False	10
10	150-19	145-30	4-21	3.1%	0-15	0.3%	70%	False	False	6
20	150-19	145-30	4-21	3.1%	0-17	0.4%	70%	False	False	4

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	True
Stretch	0-01
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	155-07
2.618	153-04
1.618	151-27
1.000	151-02
0.618	150-18
HIGH	149-25
0.618	149-09
0.500	149-04
0.382	149-00
LOW	148-16
0.618	147-23
1.000	147-07
1.618	146-14
2.618	145-05
4.250	143-02

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	149-06	148-24
PP	149-05	148-10
S1	149-04	147-28

Download as Excel Spreadsheet

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

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