ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	155-17	155-10	-0-07	-0.1%	152-04
High	155-17	156-05	0-20	0.4%	155-20
Low	154-02	155-10	1-08	0.8%	152-04
Close	154-02	156-05	2-03	1.4%	154-02
Range	1-15	0-27	-0-20	-42.6%	3-16
ATR	1-09	1-11	0-02	4.6%	0-00
Volume	0	13	13		5

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	158-13	158-04	156-20
R3	157-18	157-09	156-12
R2	156-23	156-23	156-10
R1	156-14	156-14	156-07	156-19
PP	155-28	155-28	155-28	155-30
S1	155-19	155-19	156-03	155-24
S2	155-01	155-01	156-00
S3	154-06	154-24	155-30
S4	153-11	153-29	155-22

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-14	162-24	156-00
R3	160-30	159-08	155-01
R2	157-14	157-14	154-23
R1	155-24	155-24	154-12	156-19
PP	153-30	153-30	153-30	154-12
S1	152-08	152-08	153-24	153-03
S2	150-14	150-14	153-13
S3	146-30	148-24	153-03
S4	143-14	145-08	152-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-05	153-20	2-17	1.6%	0-22	0.4%	100%	True	False	3
10	156-05	150-14	5-23	3.7%	0-11	0.2%	100%	True	False	1
20	156-05	150-14	5-23	3.7%	0-06	0.1%	100%	True	False
40	158-01	150-14	7-19	4.9%	0-03	0.1%	75%	False	False
60	158-01	146-17	11-16	7.4%	0-02	0.0%	84%	False	False

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	159-24
2.618	158-12
1.618	157-17
1.000	157-00
0.618	156-22
HIGH	156-05
0.618	155-27
0.500	155-24
0.382	155-20
LOW	155-10
0.618	154-25
1.000	154-15
1.618	153-30
2.618	153-03
4.250	151-23

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	156-01	155-26
PP	155-28	155-15
S1	155-24	155-04

Download as Excel Spreadsheet

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

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