ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 27-Jun-2016

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	165-27	171-04	5-09	3.2%	168-20
High	173-25	173-18	-0-07	-0.1%	173-25
Low	165-25	170-28	5-03	3.1%	165-25
Close	169-31	173-05	3-06	1.9%	169-31
Range	8-00	2-22	-5-10	-66.4%	8-00
ATR	1-26	1-30	0-04	7.0%	0-00
Volume	509,380	268,396	-240,984	-47.3%	1,257,224

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	180-19	179-18	174-20
R3	177-29	176-28	173-29
R2	175-07	175-07	173-21
R1	174-06	174-06	173-13	174-22
PP	172-17	172-17	172-17	172-25
S1	171-16	171-16	172-29	172-00
S2	169-27	169-27	172-21
S3	167-05	168-26	172-13
S4	164-15	166-04	171-22

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	4.6%	2-27	1.6%	92%	False	False	262,607
10	173-25	165-25	8-00	4.6%	2-02	1.2%	92%	False	False	255,552
20	173-25	161-23	12-02	7.0%	1-23	1.0%	95%	False	False	251,591
40	173-25	160-20	13-05	7.6%	1-16	0.9%	95%	False	False	148,925
60	173-25	159-20	14-05	8.2%	1-12	0.8%	96%	False	False	99,383
80	173-25	159-20	14-05	8.2%	1-05	0.7%	96%	False	False	74,539
100	173-25	159-20	14-05	8.2%	0-31	0.6%	96%	False	False	59,631
120	173-25	154-09	19-16	11.3%	0-26	0.5%	97%	False	False	49,692

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

Fibonacci Retracements and Extensions
4.250	185-00
2.618	180-19
1.618	177-29
1.000	176-08
0.618	175-07
HIGH	173-18
0.618	172-17
0.500	172-07
0.382	171-29
LOW	170-28
0.618	169-07
1.000	168-06
1.618	166-17
2.618	163-27
4.250	159-14

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	172-27	172-01
PP	172-17	170-29
S1	172-07	169-25

Download as Excel Spreadsheet

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

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