ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 10-Feb-2016

Day Change Summary
	Previous	Current
	09-Feb-2016	10-Feb-2016	Change	Change %	Previous Week
Open	164-25	164-31	0-06	0.1%	159-06
High	164-25	165-23	0-30	0.6%	161-30
Low	164-25	164-01	-0-24	-0.5%	159-06
Close	164-25	165-23	0-30	0.6%	161-30
Range	0-00	1-22	1-22		2-24
ATR	0-28	0-29	0-02	6.9%	0-00
Volume	0	6	6		0

Daily Pivots for day following 10-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	170-07	169-21	166-21
R3	168-17	167-31	166-06
R2	166-27	166-27	166-01
R1	166-09	166-09	165-28	166-18
PP	165-05	165-05	165-05	165-10
S1	164-19	164-19	165-18	164-28
S2	163-15	163-15	165-13
S3	161-25	162-29	165-08
S4	160-03	161-07	164-25

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-09	168-11	163-14
R3	166-17	165-19	162-22
R2	163-25	163-25	162-14
R1	162-27	162-27	162-06	163-10
PP	161-01	161-01	161-01	161-08
S1	160-03	160-03	161-22	160-18
S2	158-09	158-09	161-14
S3	155-17	157-11	161-06
S4	152-25	154-19	160-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-23	161-14	4-09	2.6%	0-11	0.2%	100%	True	False	1
10	165-23	158-23	7-00	4.2%	0-05	0.1%	100%	True	False
20	165-23	156-03	9-20	5.8%	0-03	0.1%	100%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-02
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	172-29
2.618	170-04
1.618	168-14
1.000	167-13
0.618	166-24
HIGH	165-23
0.618	165-02
0.500	164-28
0.382	164-22
LOW	164-01
0.618	163-00
1.000	162-11
1.618	161-10
2.618	159-20
4.250	156-28

Fisher Pivots for day following 10-Feb-2016
Pivot	1 day	3 day
R1	165-14	165-14
PP	165-05	165-05
S1	164-28	164-28

Download as Excel Spreadsheet

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

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