ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	154-10	155-21	1-11	0.9%	154-30
High	155-19	157-07	1-20	1.0%	157-07
Low	154-03	155-03	1-00	0.6%	153-21
Close	155-08	157-02	1-26	1.2%	157-02
Range	1-16	2-04	0-20	41.7%	3-18
ATR	1-15	1-16	0-02	3.2%	0-00
Volume	470	1,749	1,279	272.1%	5,925

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-27	162-02	158-07
R3	160-23	159-30	157-21
R2	158-19	158-19	157-14
R1	157-26	157-26	157-08	158-06
PP	156-15	156-15	156-15	156-21
S1	155-22	155-22	156-28	156-02
S2	154-11	154-11	156-22
S3	152-07	153-18	156-15
S4	150-03	151-14	155-29

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	166-21	165-14	159-01
R3	163-03	161-28	158-01
R2	159-17	159-17	157-23
R1	158-10	158-10	157-12	158-30
PP	155-31	155-31	155-31	156-09
S1	154-24	154-24	156-24	155-12
S2	152-13	152-13	156-13
S3	148-27	151-06	156-03
S4	145-09	147-20	155-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-07	153-21	3-18	2.3%	1-21	1.1%	96%	True	False	1,185
10	157-07	152-00	5-07	3.3%	1-16	0.9%	97%	True	False	910
20	157-07	147-13	9-26	6.2%	1-10	0.8%	98%	True	False	491
40	157-07	145-30	11-09	7.2%	1-03	0.7%	99%	True	False	262

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	0-07
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	166-08
2.618	162-25
1.618	160-21
1.000	159-11
0.618	158-17
HIGH	157-07
0.618	156-13
0.500	156-05
0.382	155-29
LOW	155-03
0.618	153-25
1.000	152-31
1.618	151-21
2.618	149-17
4.250	146-02

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	156-24	156-17
PP	156-15	155-31
S1	156-05	155-14

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols