ECBOT 30 Year Treasury Bond Future September 2016

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

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	166-31	167-14	0-15	0.3%	166-23
High	168-03	168-30	0-27	0.5%	168-30
Low	166-23	167-13	0-22	0.4%	165-20
Close	167-17	168-11	0-26	0.5%	168-11
Range	1-12	1-17	0-05	11.4%	3-10
ATR	1-10	1-11	0-00	1.2%	0-00
Volume	276,173	271,349	-4,824	-1.7%	1,125,703

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-26	172-04	169-06
R3	171-09	170-19	168-24
R2	169-24	169-24	168-20
R1	169-02	169-02	168-15	169-13
PP	168-07	168-07	168-07	168-13
S1	167-17	167-17	168-07	167-28
S2	166-22	166-22	168-02
S3	165-05	166-00	167-30
S4	163-20	164-15	167-16

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-18	176-09	170-05
R3	174-08	172-31	169-08
R2	170-30	170-30	168-30
R1	169-21	169-21	168-21	170-10
PP	167-20	167-20	167-20	167-31
S1	166-11	166-11	168-01	167-00
S2	164-10	164-10	167-24
S3	161-00	163-01	167-14
S4	157-22	159-23	166-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168-30	165-20	3-10	2.0%	1-07	0.7%	82%	True	False	225,140
10	168-30	161-23	7-07	4.3%	1-12	0.8%	92%	True	False	244,099
20	168-30	161-23	7-07	4.3%	1-10	0.8%	92%	True	False	158,785
40	168-30	159-20	9-10	5.5%	1-10	0.8%	94%	True	False	79,654
60	168-30	159-20	9-10	5.5%	1-04	0.7%	94%	True	False	53,132
80	168-30	159-20	9-10	5.5%	0-29	0.5%	94%	True	False	39,849
100	168-30	157-21	11-09	6.7%	0-25	0.5%	95%	True	False	31,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	175-14
2.618	172-30
1.618	171-13
1.000	170-15
0.618	169-28
HIGH	168-30
0.618	168-11
0.500	168-06
0.382	168-00
LOW	167-13
0.618	166-15
1.000	165-28
1.618	164-30
2.618	163-13
4.250	160-29

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	168-09	168-03
PP	168-07	167-27
S1	168-06	167-20

Download as Excel Spreadsheet

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

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