ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	152-04	154-05	2-01	1.3%	153-19
High	152-04	154-12	2-08	1.5%	154-12
Low	152-04	154-05	2-01	1.3%	150-14
Close	152-04	154-12	2-08	1.5%	154-12
Range	0-00	0-07	0-07		3-30
ATR	1-07	1-09	0-02	6.1%	0-00
Volume	0	1	1		0

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	154-31	154-28	154-16
R3	154-24	154-21	154-14
R2	154-17	154-17	154-13
R1	154-14	154-14	154-13	154-15
PP	154-10	154-10	154-10	154-10
S1	154-07	154-07	154-11	154-09
S2	154-03	154-03	154-11
S3	153-28	154-00	154-10
S4	153-21	153-25	154-08

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-28	163-18	156-17
R3	160-30	159-20	155-15
R2	157-00	157-00	155-03
R1	155-22	155-22	154-24	156-11
PP	153-02	153-02	153-02	153-12
S1	151-24	151-24	154-00	152-13
S2	149-04	149-04	153-21
S3	145-06	147-26	153-09
S4	141-08	143-28	152-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-12	150-14	3-30	2.6%	0-01	0.0%	100%	True	False
10	154-12	150-14	3-30	2.6%	0-01	0.0%	100%	True	False
20	154-28	150-14	4-14	2.9%	0-00	0.0%	89%	False	False
40	158-01	150-14	7-19	4.9%	0-00	0.0%	52%	False	False
60	158-01	146-05	11-28	7.7%	0-00	0.0%	69%	False	False

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	0-00
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	155-10
2.618	154-30
1.618	154-23
1.000	154-19
0.618	154-16
HIGH	154-12
0.618	154-09
0.500	154-09
0.382	154-08
LOW	154-05
0.618	154-01
1.000	153-30
1.618	153-26
2.618	153-19
4.250	153-07

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	154-11	154-00
PP	154-10	153-20
S1	154-09	153-08

Download as Excel Spreadsheet

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

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