ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	159-02	157-13	-1-21	-1.0%	156-26
High	159-05	157-27	-1-10	-0.8%	159-10
Low	156-05	153-30	-2-07	-1.4%	155-14
Close	156-08	154-18	-1-22	-1.1%	158-21
Range	3-00	3-29	0-29	30.2%	3-28
ATR	1-27	1-31	0-05	8.1%	0-00
Volume	76,725	233,618	156,893	204.5%	21,973

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	167-05	164-25	156-23
R3	163-08	160-28	155-20
R2	159-11	159-11	155-09
R1	156-31	156-31	154-29	156-06
PP	155-14	155-14	155-14	155-02
S1	153-02	153-02	154-07	152-10
S2	151-17	151-17	153-27
S3	147-20	149-05	153-16
S4	143-23	145-08	152-13

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-14	167-29	160-25
R3	165-18	164-01	159-23
R2	161-22	161-22	159-12
R1	160-05	160-05	159-00	160-30
PP	157-26	157-26	157-26	158-06
S1	156-09	156-09	158-10	157-02
S2	153-30	153-30	157-30
S3	150-02	152-13	157-19
S4	146-06	148-17	156-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	161-17	153-30	7-19	4.9%	2-18	1.6%	8%	False	True	69,715
10	161-17	153-30	7-19	4.9%	2-02	1.3%	8%	False	True	36,156
20	161-17	152-00	9-17	6.2%	1-31	1.3%	27%	False	False	18,774
40	161-17	146-21	14-28	9.6%	1-20	1.1%	53%	False	False	9,448
60	161-17	145-30	15-19	10.1%	1-08	0.8%	55%	False	False	6,300

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	0-15
Widest range in 65 trading days

Fibonacci Retracements and Extensions
4.250	174-14
2.618	168-02
1.618	164-05
1.000	161-24
0.618	160-08
HIGH	157-27
0.618	156-11
0.500	155-28
0.382	155-14
LOW	153-30
0.618	151-17
1.000	150-01
1.618	147-20
2.618	143-23
4.250	137-11

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	155-28	157-24
PP	155-14	156-22
S1	155-00	155-20

Download as Excel Spreadsheet

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

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