ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 18-Jul-2016

Day Change Summary
	Previous	Current
	15-Jul-2016	18-Jul-2016	Change	Change %	Previous Week
Open	172-30	171-26	-1-04	-0.7%	177-03
High	173-14	172-18	-0-28	-0.5%	177-11
Low	171-13	170-31	-0-14	-0.3%	171-13
Close	171-21	171-18	-0-03	-0.1%	171-21
Range	2-01	1-19	-0-14	-21.5%	5-30
ATR	2-02	2-01	-0-01	-1.6%	0-00
Volume	234,879	171,700	-63,179	-26.9%	1,291,302

Daily Pivots for day following 18-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-15	175-20	172-14
R3	174-28	174-01	172-00
R2	173-09	173-09	171-27
R1	172-14	172-14	171-23	172-02
PP	171-22	171-22	171-22	171-16
S1	170-27	170-27	171-13	170-15
S2	170-03	170-03	171-09
S3	168-16	169-08	171-04
S4	166-29	167-21	170-22

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	176-07	170-31	5-08	3.1%	2-05	1.2%	11%	False	True	252,419
10	177-11	170-31	6-12	3.7%	2-01	1.2%	9%	False	True	252,737
20	177-11	165-25	11-18	6.7%	2-07	1.3%	50%	False	False	262,761
40	177-11	161-23	15-20	9.1%	1-24	1.0%	63%	False	False	241,493
60	177-11	159-20	17-23	10.3%	1-19	0.9%	67%	False	False	161,505
80	177-11	159-20	17-23	10.3%	1-14	0.8%	67%	False	False	121,158
100	177-11	159-20	17-23	10.3%	1-07	0.7%	67%	False	False	96,927
120	177-11	158-21	18-22	10.9%	1-02	0.6%	69%	False	False	80,773

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	0-14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	179-11
2.618	176-24
1.618	175-05
1.000	174-05
0.618	173-18
HIGH	172-18
0.618	171-31
0.500	171-24
0.382	171-18
LOW	170-31
0.618	169-31
1.000	169-12
1.618	168-12
2.618	166-25
4.250	164-06

Fisher Pivots for day following 18-Jul-2016
Pivot	1 day	3 day
R1	171-24	173-02
PP	171-22	172-18
S1	171-20	172-02

Download as Excel Spreadsheet

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

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