ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	167-15	165-27	-1-20	-1.0%	168-20
High	167-15	173-25	6-10	3.8%	173-25
Low	165-28	165-25	-0-03	-0.1%	165-25
Close	166-03	169-31	3-28	2.3%	169-31
Range	1-19	8-00	6-13	402.0%	8-00
ATR	1-11	1-26	0-15	35.6%	0-00
Volume	195,767	509,380	313,613	160.2%	1,257,224

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	193-27	189-29	174-12
R3	185-27	181-29	172-05
R2	177-27	177-27	171-14
R1	173-29	173-29	170-22	175-28
PP	169-27	169-27	169-27	170-26
S1	165-29	165-29	169-08	167-28
S2	161-27	161-27	168-16
S3	153-27	157-29	167-25
S4	145-27	149-29	165-18

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	193-27	189-29	174-12
R3	185-27	181-29	172-05
R2	177-27	177-27	171-14
R1	173-29	173-29	170-22	175-28
PP	169-27	169-27	169-27	170-26
S1	165-29	165-29	169-08	167-28
S2	161-27	161-27	168-16
S3	153-27	157-29	167-25
S4	145-27	149-29	165-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173-25	165-25	8-00	4.7%	2-18	1.5%	52%	True	True	251,444
10	173-25	165-25	8-00	4.7%	1-28	1.1%	52%	True	True	250,675
20	173-25	161-23	12-02	7.1%	1-20	1.0%	68%	True	False	247,387
40	173-25	160-15	13-10	7.8%	1-15	0.9%	71%	True	False	142,243
60	173-25	159-20	14-05	8.3%	1-11	0.8%	73%	True	False	94,910
80	173-25	159-20	14-05	8.3%	1-04	0.7%	73%	True	False	71,184
100	173-25	159-20	14-05	8.3%	0-31	0.6%	73%	True	False	56,947
120	173-25	152-12	21-13	12.6%	0-26	0.5%	82%	True	False	47,456

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 129 trading days

Fibonacci Retracements and Extensions
4.250	207-25
2.618	194-23
1.618	186-23
1.000	181-25
0.618	178-23
HIGH	173-25
0.618	170-23
0.500	169-25
0.382	168-27
LOW	165-25
0.618	160-27
1.000	157-25
1.618	152-27
2.618	144-27
4.250	131-25

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	169-29	169-29
PP	169-27	169-27
S1	169-25	169-25

Download as Excel Spreadsheet

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

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