ECBOT 30 Year Treasury Bond Future March 2016

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

Day Change Summary
	Previous	Current
	07-Oct-2015	08-Oct-2015	Change	Change %	Previous Week
Open	156-07	156-17	0-10	0.2%	155-10
High	156-12	156-25	0-13	0.3%	159-00
Low	155-10	154-26	-0-16	-0.3%	155-10
Close	156-06	154-31	-1-07	-0.8%	157-10
Range	1-02	1-31	0-29	85.3%	3-22
ATR	1-12	1-14	0-01	3.0%	0-00
Volume

Daily Pivots for day following 08-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-14	160-05	156-02
R3	159-15	158-06	155-16
R2	157-16	157-16	155-11
R1	156-07	156-07	155-05	155-28
PP	155-17	155-17	155-17	155-11
S1	154-08	154-08	154-25	153-29
S2	153-18	153-18	154-19
S3	151-19	152-09	154-14
S4	149-20	150-10	153-28

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-09	166-15	159-11
R3	164-19	162-25	158-10
R2	160-29	160-29	158-00
R1	159-03	159-03	157-21	160-00
PP	157-07	157-07	157-07	157-21
S1	155-13	155-13	156-31	156-10
S2	153-17	153-17	156-20
S3	149-27	151-23	156-10
S4	146-05	148-01	155-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-00	154-26	4-06	2.7%	1-26	1.2%	4%	False	True	8
10	159-00	154-02	4-30	3.2%	1-13	0.9%	18%	False	False	11
20	159-00	150-14	8-18	5.5%	0-24	0.5%	53%	False	False	6
40	159-00	150-14	8-18	5.5%	0-12	0.2%	53%	False	False	3
60	159-00	148-27	10-05	6.6%	0-08	0.2%	60%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	165-05
2.618	161-30
1.618	159-31
1.000	158-24
0.618	158-00
HIGH	156-25
0.618	156-01
0.500	155-26
0.382	155-18
LOW	154-26
0.618	153-19
1.000	152-27
1.618	151-20
2.618	149-21
4.250	146-14

Fisher Pivots for day following 08-Oct-2015
Pivot	1 day	3 day
R1	155-26	155-26
PP	155-17	155-17
S1	155-08	155-08

Download as Excel Spreadsheet

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

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