ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 09-Jul-2015

Day Change Summary
	Previous	Current
	08-Jul-2015	09-Jul-2015	Change	Change %	Previous Week
Open	152-00	153-00	1-00	0.7%	147-09
High	153-00	153-00	0-00	0.0%	149-25
Low	151-26	150-03	-1-23	-1.1%	146-21
Close	152-16	150-03	-2-13	-1.6%	147-18
Range	1-06	2-29	1-23	144.7%	3-04
ATR	1-19	1-22	0-03	5.9%	0-00
Volume	118	172	54	45.8%	116

Daily Pivots for day following 09-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	159-25	157-27	151-22
R3	156-28	154-30	150-29
R2	153-31	153-31	150-20
R1	152-01	152-01	150-12	151-18
PP	151-02	151-02	151-02	150-26
S1	149-04	149-04	149-26	148-20
S2	148-05	148-05	149-18
S3	145-08	146-07	149-09
S4	142-11	143-10	148-16

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%	1-20	1.1%	54%	True	False	83
10	153-00	145-30	7-02	4.7%	1-12	0.9%	59%	True	False	51
20	153-00	145-30	7-02	4.7%	0-26	0.5%	59%	True	False	26

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	0-03
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	165-11
2.618	160-19
1.618	157-22
1.000	155-29
0.618	154-25
HIGH	153-00
0.618	151-28
0.500	151-18
0.382	151-07
LOW	150-03
0.618	148-10
1.000	147-06
1.618	145-13
2.618	142-16
4.250	137-24

Fisher Pivots for day following 09-Jul-2015
Pivot	1 day	3 day
R1	151-18	151-18
PP	151-02	151-02
S1	150-18	150-18

Download as Excel Spreadsheet

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

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