ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	153-08	153-28	0-20	0.4%	150-18
High	154-09	153-28	-0-13	-0.3%	153-19
Low	153-08	152-30	-0-10	-0.2%	149-20
Close	153-23	153-14	-0-09	-0.2%	153-04
Range	1-01	0-30	-0-03	-9.1%	3-31
ATR	1-13	1-12	-0-01	-2.4%	0-00
Volume	365	448	83	22.7%	400

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	156-07	155-25	153-30
R3	155-09	154-27	153-22
R2	154-11	154-11	153-20
R1	153-29	153-29	153-17	153-21
PP	153-13	153-13	153-13	153-10
S1	152-31	152-31	153-11	152-23
S2	152-15	152-15	153-08
S3	151-17	152-01	153-06
S4	150-19	151-03	152-30

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-01	162-17	155-10
R3	160-02	158-18	154-07
R2	156-03	156-03	153-27
R1	154-19	154-19	153-16	155-11
PP	152-04	152-04	152-04	152-16
S1	150-20	150-20	152-24	151-12
S2	148-05	148-05	152-13
S3	144-06	146-21	152-01
S4	140-07	142-22	150-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-09	151-02	3-07	2.1%	1-01	0.7%	74%	False	False	199
10	154-09	147-19	6-22	4.4%	1-05	0.7%	87%	False	False	143
20	154-09	146-21	7-20	5.0%	1-09	0.8%	89%	False	False	106
40	154-09	145-30	8-11	5.4%	0-28	0.6%	90%	False	False	55

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-28
2.618	156-11
1.618	155-13
1.000	154-26
0.618	154-15
HIGH	153-28
0.618	153-17
0.500	153-13
0.382	153-09
LOW	152-30
0.618	152-11
1.000	152-00
1.618	151-13
2.618	150-15
4.250	148-30

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	153-14	153-20
PP	153-13	153-18
S1	153-13	153-16

Download as Excel Spreadsheet

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

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