ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	155-15	157-11	1-28	1.2%	154-30
High	157-28	159-05	1-09	0.8%	157-07
Low	155-12	156-21	1-09	0.8%	153-21
Close	157-11	157-05	-0-06	-0.1%	157-02
Range	2-16	2-16	0-00	0.0%	3-18
ATR	1-20	1-22	0-02	3.9%	0-00
Volume	1,385	3,079	1,694	122.3%	5,925

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	165-05	163-21	158-17
R3	162-21	161-05	157-27
R2	160-05	160-05	157-20
R1	158-21	158-21	157-12	158-05
PP	157-21	157-21	157-21	157-13
S1	156-05	156-05	156-30	155-21
S2	155-05	155-05	156-22
S3	152-21	153-21	156-15
S4	150-05	151-05	155-25

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	159-05	154-03	5-02	3.2%	2-04	1.3%	60%	True	False	1,638
10	159-05	152-00	7-05	4.6%	1-28	1.2%	72%	True	False	1,392
20	159-05	148-20	10-17	6.7%	1-15	0.9%	81%	True	False	783
40	159-05	145-30	13-07	8.4%	1-07	0.8%	85%	True	False	411

Crabel Price Patterns
NR	False
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	0-09

Fibonacci Retracements and Extensions
4.250	169-25
2.618	165-22
1.618	163-06
1.000	161-21
0.618	160-22
HIGH	159-05
0.618	158-06
0.500	157-29
0.382	157-20
LOW	156-21
0.618	155-04
1.000	154-05
1.618	152-20
2.618	150-04
4.250	146-01

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	157-29	157-06
PP	157-21	157-05
S1	157-13	157-05

Download as Excel Spreadsheet

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

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