ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 18-Aug-2015

Day Change Summary
	Previous	Current
	17-Aug-2015	18-Aug-2015	Change	Change %	Previous Week
Open	156-26	157-07	0-13	0.3%	157-04
High	157-27	157-25	-0-02	0.0%	159-05
Low	156-23	156-02	-0-21	-0.4%	155-06
Close	157-20	156-07	-1-13	-0.9%	156-21
Range	1-04	1-23	0-19	52.8%	3-31
ATR	1-20	1-20	0-00	0.5%	0-00
Volume	2,175	2,243	68	3.1%	11,852

Daily Pivots for day following 18-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-27	160-24	157-05
R3	160-04	159-01	156-22
R2	158-13	158-13	156-17
R1	157-10	157-10	156-12	157-00
PP	156-22	156-22	156-22	156-17
S1	155-19	155-19	156-02	155-09
S2	154-31	154-31	155-29
S3	153-08	153-28	155-24
S4	151-17	152-05	155-09

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-29	166-24	158-27
R3	164-30	162-25	157-24
R2	160-31	160-31	157-12
R1	158-26	158-26	157-01	157-29
PP	157-00	157-00	157-00	156-18
S1	154-27	154-27	156-09	153-30
S2	153-01	153-01	155-30
S3	149-02	150-28	155-18
S4	145-03	146-29	154-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-05	155-21	3-16	2.2%	1-21	1.1%	16%	False	False	2,675
10	159-05	153-21	5-16	3.5%	1-25	1.1%	47%	False	False	1,973
20	159-05	151-02	8-03	5.2%	1-17	1.0%	64%	False	False	1,277
40	159-05	145-30	13-07	8.5%	1-12	0.9%	78%	False	False	668

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-11
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	165-03
2.618	162-09
1.618	160-18
1.000	159-16
0.618	158-27
HIGH	157-25
0.618	157-04
0.500	156-30
0.382	156-23
LOW	156-02
0.618	155-00
1.000	154-11
1.618	153-09
2.618	151-18
4.250	148-24

Fisher Pivots for day following 18-Aug-2015
Pivot	1 day	3 day
R1	156-30	156-28
PP	156-22	156-21
S1	156-14	156-14

Download as Excel Spreadsheet

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

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