ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	150-24	152-00	1-08	0.8%	147-09
High	152-20	153-00	0-12	0.2%	149-25
Low	150-24	151-26	1-02	0.7%	146-21
Close	151-28	152-16	0-20	0.4%	147-18
Range	1-28	1-06	-0-22	-36.7%	3-04
ATR	1-20	1-19	-0-01	-1.9%	0-00
Volume	67	118	51	76.1%	116

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	156-00	155-14	153-05
R3	154-26	154-08	152-26
R2	153-20	153-20	152-23
R1	153-02	153-02	152-19	153-11
PP	152-14	152-14	152-14	152-18
S1	151-28	151-28	152-13	152-05
S2	151-08	151-08	152-09
S3	150-02	150-22	152-06
S4	148-28	149-16	151-27

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	157-12	155-19	149-09
R3	154-08	152-15	148-14
R2	151-04	151-04	148-04
R1	149-11	149-11	147-27	150-08
PP	148-00	148-00	148-00	148-14
S1	146-07	146-07	147-09	147-04
S2	144-28	144-28	147-00
S3	141-24	143-03	146-22
S4	138-20	139-31	145-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-00	146-21	6-11	4.2%	1-09	0.8%	92%	True	False	58
10	153-00	145-30	7-02	4.6%	1-02	0.7%	93%	True	False	34
20	153-00	145-30	7-02	4.6%	0-22	0.5%	93%	True	False	18

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	False
Stretch	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158-02
2.618	156-03
1.618	154-29
1.000	154-06
0.618	153-23
HIGH	153-00
0.618	152-17
0.500	152-13
0.382	152-09
LOW	151-26
0.618	151-03
1.000	150-20
1.618	149-29
2.618	148-23
4.250	146-24

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	152-15	152-03
PP	152-14	151-23
S1	152-13	151-10

Download as Excel Spreadsheet

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

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