ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	174-29	172-30	-1-31	-1.1%	177-03
High	175-04	173-14	-1-22	-1.0%	177-11
Low	172-15	171-13	-1-02	-0.6%	171-13
Close	173-00	171-21	-1-11	-0.8%	171-21
Range	2-21	2-01	-0-20	-23.5%	5-30
ATR	2-02	2-02	0-00	-0.1%	0-00
Volume	291,808	234,879	-56,929	-19.5%	1,291,302

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-08	177-00	172-25
R3	176-07	174-31	172-07
R2	174-06	174-06	172-01
R1	172-30	172-30	171-27	172-18
PP	172-05	172-05	172-05	171-31
S1	170-29	170-29	171-15	170-16
S2	170-04	170-04	171-09
S3	168-03	168-28	171-03
S4	166-02	166-27	170-17

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	191-09	187-13	174-30
R3	185-11	181-15	173-09
R2	179-13	179-13	172-24
R1	175-17	175-17	172-06	174-16
PP	173-15	173-15	173-15	172-30
S1	169-19	169-19	171-04	168-18
S2	167-17	167-17	170-18
S3	161-19	163-21	170-01
S4	155-21	157-23	168-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	177-11	171-13	5-30	3.5%	2-05	1.3%	4%	False	True	258,260
10	177-11	171-13	5-30	3.5%	2-05	1.2%	4%	False	True	264,351
20	177-11	165-25	11-18	6.7%	2-06	1.3%	51%	False	False	263,774
40	177-11	161-23	15-20	9.1%	1-23	1.0%	64%	False	False	237,472
60	177-11	159-20	17-23	10.3%	1-19	0.9%	68%	False	False	158,649
80	177-11	159-20	17-23	10.3%	1-14	0.8%	68%	False	False	119,012
100	177-11	159-20	17-23	10.3%	1-07	0.7%	68%	False	False	95,210
120	177-11	158-21	18-22	10.9%	1-01	0.6%	70%	False	False	79,342

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	182-02
2.618	178-24
1.618	176-23
1.000	175-15
0.618	174-22
HIGH	173-14
0.618	172-21
0.500	172-14
0.382	172-06
LOW	171-13
0.618	170-05
1.000	169-12
1.618	168-04
2.618	166-03
4.250	162-25

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	172-14	173-10
PP	172-05	172-24
S1	171-29	172-07

Download as Excel Spreadsheet

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

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