ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	157-04	155-15	-1-21	-1.1%	154-30
High	157-04	157-28	0-24	0.5%	157-07
Low	155-06	155-12	0-06	0.1%	153-21
Close	155-10	157-11	2-01	1.3%	157-02
Range	1-30	2-16	0-18	29.0%	3-18
ATR	1-17	1-20	0-02	4.7%	0-00
Volume	1,510	1,385	-125	-8.3%	5,925

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-12	163-11	158-23
R3	161-28	160-27	158-01
R2	159-12	159-12	157-26
R1	158-11	158-11	157-18	158-28
PP	156-28	156-28	156-28	157-04
S1	155-27	155-27	157-04	156-12
S2	154-12	154-12	156-28
S3	151-28	153-11	156-21
S4	149-12	150-27	155-31

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	157-28	153-21	4-07	2.7%	1-30	1.2%	87%	True	False	1,271
10	157-28	152-00	5-28	3.7%	1-23	1.1%	91%	True	False	1,118
20	157-28	147-19	10-09	6.5%	1-14	0.9%	95%	True	False	630
40	157-28	145-30	11-30	7.6%	1-06	0.7%	96%	True	False	334

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 23 trading days

Fibonacci Retracements and Extensions
4.250	168-16
2.618	164-13
1.618	161-29
1.000	160-12
0.618	159-13
HIGH	157-28
0.618	156-29
0.500	156-20
0.382	156-11
LOW	155-12
0.618	153-27
1.000	152-28
1.618	151-11
2.618	148-27
4.250	144-24

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	157-03	157-02
PP	156-28	156-25
S1	156-20	156-16

Download as Excel Spreadsheet

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

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