ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 05-Apr-2016

Day Change Summary
	Previous	Current
	04-Apr-2016	05-Apr-2016	Change	Change %	Previous Week
Open	163-18	163-26	0-08	0.2%	162-12
High	163-22	165-04	1-14	0.9%	164-00
Low	163-12	163-26	0-14	0.3%	162-07
Close	163-12	164-30	1-18	1.0%	163-03
Range	0-10	1-10	1-00	320.0%	1-25
ATR	0-31	1-01	0-02	5.7%	0-00
Volume	29	251	222	765.5%	64

Daily Pivots for day following 05-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-18	168-02	165-21
R3	167-08	166-24	165-10
R2	165-30	165-30	165-06
R1	165-14	165-14	165-02	165-22
PP	164-20	164-20	164-20	164-24
S1	164-04	164-04	164-26	164-12
S2	163-10	163-10	164-22
S3	162-00	162-26	164-18
S4	160-22	161-16	164-07

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-14	167-18	164-02
R3	166-21	165-25	163-19
R2	164-28	164-28	163-13
R1	164-00	164-00	163-08	164-14
PP	163-03	163-03	163-03	163-11
S1	162-07	162-07	162-30	162-21
S2	161-10	161-10	162-25
S3	159-17	160-14	162-19
S4	157-24	158-21	162-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-04	162-07	2-29	1.8%	0-25	0.5%	94%	True	False	65
10	165-04	160-24	4-12	2.7%	0-22	0.4%	96%	True	False	35
20	165-04	159-31	5-05	3.1%	0-17	0.3%	96%	True	False	19
40	168-22	159-31	8-23	5.3%	0-13	0.3%	57%	False	False	10
60	168-22	154-11	14-11	8.7%	0-09	0.2%	74%	False	False	6

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	0-01
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	170-22
2.618	168-18
1.618	167-08
1.000	166-14
0.618	165-30
HIGH	165-04
0.618	164-20
0.500	164-15
0.382	164-10
LOW	163-26
0.618	163-00
1.000	162-16
1.618	161-22
2.618	160-12
4.250	158-08

Fisher Pivots for day following 05-Apr-2016
Pivot	1 day	3 day
R1	164-25	164-21
PP	164-20	164-12
S1	164-15	164-03

Download as Excel Spreadsheet

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

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