ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	167-09	167-15	0-06	0.1%	168-14
High	167-28	167-15	-0-13	-0.2%	171-07
Low	167-04	165-28	-1-08	-0.7%	168-05
Close	167-23	166-03	-1-20	-1.0%	169-05
Range	0-24	1-19	0-27	112.5%	3-02
ATR	1-10	1-11	0-01	3.0%	0-00
Volume	161,620	195,767	34,147	21.1%	1,249,534

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	171-08	170-09	166-31
R3	169-21	168-22	166-17
R2	168-02	168-02	166-12
R1	167-03	167-03	166-08	166-25
PP	166-15	166-15	166-15	166-10
S1	165-16	165-16	165-30	165-06
S2	164-28	164-28	165-26
S3	163-09	163-29	165-21
S4	161-22	162-10	165-07

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	170-00	165-28	4-04	2.5%	1-05	0.7%	5%	False	True	187,960
10	171-07	165-28	5-11	3.2%	1-08	0.7%	4%	False	True	226,872
20	171-07	161-23	9-16	5.7%	1-09	0.8%	46%	False	False	233,314
40	171-07	160-15	10-24	6.5%	1-10	0.8%	52%	False	False	129,513
60	171-07	159-20	11-19	7.0%	1-08	0.7%	56%	False	False	86,421
80	171-07	159-20	11-19	7.0%	1-01	0.6%	56%	False	False	64,816
100	171-07	159-20	11-19	7.0%	0-28	0.5%	56%	False	False	51,853
120	171-07	152-12	18-27	11.3%	0-23	0.4%	73%	False	False	43,211

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	0-06
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	174-08
2.618	171-21
1.618	170-02
1.000	169-02
0.618	168-15
HIGH	167-15
0.618	166-28
0.500	166-22
0.382	166-15
LOW	165-28
0.618	164-28
1.000	164-09
1.618	163-09
2.618	161-22
4.250	159-03

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	166-22	167-03
PP	166-15	166-24
S1	166-09	166-14

Download as Excel Spreadsheet

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

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