ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	164-31	166-12	1-13	0.9%	159-06
High	165-23	168-22	2-31	1.8%	161-30
Low	164-01	166-00	1-31	1.2%	159-06
Close	165-23	166-00	0-09	0.2%	161-30
Range	1-22	2-22	1-00	59.3%	2-24
ATR	0-29	1-02	0-05	15.9%	0-00
Volume	6	12	6	100.0%	0

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-31	173-05	167-15
R3	172-09	170-15	166-24
R2	169-19	169-19	166-16
R1	167-25	167-25	166-08	167-11
PP	166-29	166-29	166-29	166-22
S1	165-03	165-03	165-24	164-21
S2	164-07	164-07	165-16
S3	161-17	162-13	165-08
S4	158-27	159-23	164-17

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	168-22	161-30	6-24	4.1%	0-28	0.5%	60%	True	False	3
10	168-22	159-06	9-16	5.7%	0-14	0.3%	72%	True	False	1
20	168-22	156-03	12-19	7.6%	0-08	0.1%	79%	True	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	0-04
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	180-04
2.618	175-23
1.618	173-01
1.000	171-12
0.618	170-11
HIGH	168-22
0.618	167-21
0.500	167-11
0.382	167-01
LOW	166-00
0.618	164-11
1.000	163-10
1.618	161-21
2.618	158-31
4.250	154-18

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	167-11	166-12
PP	166-29	166-08
S1	166-14	166-04

Download as Excel Spreadsheet

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

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