ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	148-13	146-21	-1-24	-1.2%	148-03
High	148-13	148-00	-0-13	-0.3%	148-07
Low	147-07	146-21	-0-18	-0.4%	145-30
Close	147-07	147-18	0-11	0.2%	145-30
Range	1-06	1-11	0-05	13.2%	2-09
ATR	1-15	1-15	0-00	-0.6%	0-00
Volume	49	54	5	10.2%	47

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	151-14	150-27	148-10
R3	150-03	149-16	147-30
R2	148-24	148-24	147-26
R1	148-05	148-05	147-22	148-14
PP	147-13	147-13	147-13	147-18
S1	146-26	146-26	147-14	147-04
S2	146-02	146-02	147-10
S3	144-23	145-15	147-06
S4	143-12	144-04	146-26

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%	1-11	0.9%	42%	False	False	30
10	150-19	145-30	4-21	3.2%	0-23	0.5%	35%	False	False	16
20	150-19	145-30	4-21	3.2%	0-17	0.4%	35%	False	False	9

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	0-01
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	153-23
2.618	151-17
1.618	150-06
1.000	149-11
0.618	148-27
HIGH	148-00
0.618	147-16
0.500	147-10
0.382	147-05
LOW	146-21
0.618	145-26
1.000	145-10
1.618	144-15
2.618	143-04
4.250	140-30

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	147-16	148-07
PP	147-13	148-00
S1	147-10	147-25

Download as Excel Spreadsheet

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

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