ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 08-Sep-2015

Day Change Summary
	Previous	Current
	04-Sep-2015	08-Sep-2015	Change	Change %	Previous Week
Open	154-20	155-26	1-06	0.8%	154-21
High	156-02	155-28	-0-06	-0.1%	156-08
Low	154-16	153-22	-0-26	-0.5%	153-23
Close	155-26	153-30	-1-28	-1.2%	155-26
Range	1-18	2-06	0-20	40.0%	2-17
ATR	1-27	1-28	0-01	1.3%	0-00
Volume	255,946	179,441	-76,505	-29.9%	1,142,378

Daily Pivots for day following 08-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-02	159-22	155-04
R3	158-28	157-16	154-17
R2	156-22	156-22	154-11
R1	155-10	155-10	154-04	154-29
PP	154-16	154-16	154-16	154-10
S1	153-04	153-04	153-24	152-23
S2	152-10	152-10	153-17
S3	150-04	150-30	153-11
S4	147-30	148-24	152-24

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-27	161-28	157-07
R3	160-10	159-11	156-16
R2	157-25	157-25	156-09
R1	156-26	156-26	156-01	157-10
PP	155-08	155-08	155-08	155-16
S1	154-09	154-09	155-19	154-24
S2	152-23	152-23	155-11
S3	150-06	151-24	155-04
S4	147-21	149-07	154-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-02	153-22	2-12	1.5%	1-21	1.1%	11%	False	True	214,213
10	159-05	153-22	5-15	3.6%	2-02	1.3%	5%	False	True	211,277
20	161-17	153-22	7-27	5.1%	1-31	1.3%	3%	False	True	108,422
40	161-17	147-19	13-30	9.1%	1-21	1.1%	46%	False	False	54,492
60	161-17	145-30	15-19	10.1%	1-13	0.9%	51%	False	False	36,340

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	165-06
2.618	161-19
1.618	159-13
1.000	158-02
0.618	157-07
HIGH	155-28
0.618	155-01
0.500	154-25
0.382	154-17
LOW	153-22
0.618	152-11
1.000	151-16
1.618	150-05
2.618	147-31
4.250	144-12

Fisher Pivots for day following 08-Sep-2015
Pivot	1 day	3 day
R1	154-25	154-28
PP	154-16	154-18
S1	154-07	154-08

Download as Excel Spreadsheet

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

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