ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	169-29	168-20	-1-09	-0.8%	168-14
High	170-00	168-26	-1-06	-0.7%	171-07
Low	168-31	167-18	-1-13	-0.8%	168-05
Close	169-05	168-01	-1-04	-0.7%	169-05
Range	1-01	1-08	0-07	21.2%	3-02
ATR	1-11	1-11	0-01	1.4%	0-00
Volume	191,960	212,584	20,624	10.7%	1,249,534

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	171-28	171-07	168-23
R3	170-20	169-31	168-12
R2	169-12	169-12	168-08
R1	168-23	168-23	168-05	168-14
PP	168-04	168-04	168-04	168-00
S1	167-15	167-15	167-29	167-06
S2	166-28	166-28	167-26
S3	165-20	166-07	167-22
S4	164-12	164-31	167-11

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-22	177-00	170-27
R3	175-20	173-30	170-00
R2	172-18	172-18	169-23
R1	170-28	170-28	169-14	171-23
PP	169-16	169-16	169-16	169-30
S1	167-26	167-26	168-28	168-21
S2	166-14	166-14	168-19
S3	163-12	164-24	168-10
S4	160-10	161-22	167-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171-07	167-18	3-21	2.2%	1-10	0.8%	13%	False	True	248,497
10	171-07	165-20	5-19	3.3%	1-07	0.7%	43%	False	False	237,016
20	171-07	161-23	9-16	5.7%	1-09	0.8%	66%	False	False	230,281
40	171-07	159-20	11-19	6.9%	1-10	0.8%	73%	False	False	116,181
60	171-07	159-20	11-19	6.9%	1-06	0.7%	73%	False	False	77,500
80	171-07	159-20	11-19	6.9%	0-31	0.6%	73%	False	False	58,126
100	171-07	158-23	12-16	7.4%	0-27	0.5%	74%	False	False	46,501
120	171-07	151-30	19-09	11.5%	0-23	0.4%	83%	False	False	38,751

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

Fibonacci Retracements and Extensions
4.250	174-04
2.618	172-03
1.618	170-27
1.000	170-02
0.618	169-19
HIGH	168-26
0.618	168-11
0.500	168-06
0.382	168-01
LOW	167-18
0.618	166-25
1.000	166-10
1.618	165-17
2.618	164-09
4.250	162-08

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	168-06	169-12
PP	168-04	168-30
S1	168-03	168-16

Download as Excel Spreadsheet

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

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