ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 20-Jul-2016

Day Change Summary
	Previous	Current
	19-Jul-2016	20-Jul-2016	Change	Change %	Previous Week
Open	171-25	172-12	0-19	0.3%	177-03
High	172-22	172-13	-0-09	-0.2%	177-11
Low	171-22	171-00	-0-22	-0.4%	171-13
Close	172-07	171-15	-0-24	-0.4%	171-21
Range	1-00	1-13	0-13	40.6%	5-30
ATR	1-31	1-29	-0-01	-2.0%	0-00
Volume	166,895	152,010	-14,885	-8.9%	1,291,302

Daily Pivots for day following 20-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-27	175-02	172-08
R3	174-14	173-21	171-27
R2	173-01	173-01	171-23
R1	172-08	172-08	171-19	171-30
PP	171-20	171-20	171-20	171-15
S1	170-27	170-27	171-11	170-17
S2	170-07	170-07	171-07
S3	168-26	169-14	171-03
S4	167-13	168-01	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	175-04	170-31	4-05	2.4%	1-24	1.0%	12%	False	False	203,458
10	177-11	170-31	6-12	3.7%	1-27	1.1%	8%	False	False	230,696
20	177-11	165-25	11-18	6.7%	2-07	1.3%	49%	False	False	259,183
40	177-11	161-23	15-20	9.1%	1-24	1.0%	62%	False	False	247,695
60	177-11	159-20	17-23	10.3%	1-19	0.9%	67%	False	False	166,808
80	177-11	159-20	17-23	10.3%	1-15	0.9%	67%	False	False	125,144
100	177-11	159-20	17-23	10.3%	1-07	0.7%	67%	False	False	100,116
120	177-11	159-06	18-05	10.6%	1-02	0.6%	68%	False	False	83,430

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	178-12
2.618	176-03
1.618	174-22
1.000	173-26
0.618	173-09
HIGH	172-13
0.618	171-28
0.500	171-22
0.382	171-17
LOW	171-00
0.618	170-04
1.000	169-19
1.618	168-23
2.618	167-10
4.250	165-01

Fisher Pivots for day following 20-Jul-2016
Pivot	1 day	3 day
R1	171-22	171-26
PP	171-20	171-23
S1	171-18	171-19

Download as Excel Spreadsheet

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

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