ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	157-07	156-10	-0-29	-0.6%	157-04
High	157-25	157-20	-0-05	-0.1%	159-05
Low	156-02	155-14	-0-20	-0.4%	155-06
Close	156-07	157-10	1-03	0.7%	156-21
Range	1-23	2-06	0-15	27.3%	3-31
ATR	1-20	1-21	0-01	2.5%	0-00
Volume	2,243	2,692	449	20.0%	11,852

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	163-11	162-17	158-16
R3	161-05	160-11	157-29
R2	158-31	158-31	157-23
R1	158-05	158-05	157-16	158-18
PP	156-25	156-25	156-25	157-00
S1	155-31	155-31	157-04	156-12
S2	154-19	154-19	156-29
S3	152-13	153-25	156-23
S4	150-07	151-19	156-04

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	157-27	155-14	2-13	1.5%	1-19	1.0%	78%	False	True	2,597
10	159-05	154-03	5-02	3.2%	1-27	1.2%	64%	False	False	2,118
20	159-05	151-22	7-15	4.7%	1-19	1.0%	75%	False	False	1,408
40	159-05	145-30	13-07	8.4%	1-13	0.9%	86%	False	False	735

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	166-30
2.618	163-11
1.618	161-05
1.000	159-26
0.618	158-31
HIGH	157-20
0.618	156-25
0.500	156-17
0.382	156-09
LOW	155-14
0.618	154-03
1.000	153-08
1.618	151-29
2.618	149-23
4.250	146-04

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	157-02	157-03
PP	156-25	156-28
S1	156-17	156-20

Download as Excel Spreadsheet

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

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