ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	171-25	171-20	-0-05	-0.1%	171-26
High	172-05	172-23	0-18	0.3%	172-22
Low	171-05	171-07	0-02	0.0%	169-31
Close	171-18	171-28	0-10	0.2%	171-20
Range	1-00	1-16	0-16	50.0%	2-23
ATR	1-26	1-26	-0-01	-1.3%	0-00
Volume	145,806	213,057	67,251	46.1%	958,840

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-14	175-21	172-22
R3	174-30	174-05	172-09
R2	173-14	173-14	172-05
R1	172-21	172-21	172-00	173-02
PP	171-30	171-30	171-30	172-04
S1	171-05	171-05	171-24	171-18
S2	170-14	170-14	171-19
S3	168-30	169-21	171-15
S4	167-14	168-05	171-02

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-19	178-10	173-04
R3	176-28	175-19	172-12
R2	174-05	174-05	172-04
R1	172-28	172-28	171-28	172-05
PP	171-14	171-14	171-14	171-02
S1	170-05	170-05	171-12	169-14
S2	168-23	168-23	171-04
S3	166-00	167-14	170-28
S4	163-09	164-23	170-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-23	169-31	2-24	1.6%	1-15	0.8%	69%	True	False	195,821
10	175-07	169-31	5-08	3.1%	1-19	0.9%	36%	False	False	209,427
20	177-11	169-31	7-12	4.3%	1-27	1.1%	26%	False	False	243,780
40	177-11	161-23	15-20	9.1%	1-25	1.0%	65%	False	False	247,685
60	177-11	160-20	16-23	9.7%	1-20	0.9%	67%	False	False	180,544
80	177-11	159-20	17-23	10.3%	1-16	0.9%	69%	False	False	135,482
100	177-11	159-20	17-23	10.3%	1-09	0.8%	69%	False	False	108,387
120	177-11	159-20	17-23	10.3%	1-04	0.7%	69%	False	False	90,323

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	179-03
2.618	176-21
1.618	175-05
1.000	174-07
0.618	173-21
HIGH	172-23
0.618	172-05
0.500	171-31
0.382	171-25
LOW	171-07
0.618	170-09
1.000	169-23
1.618	168-25
2.618	167-09
4.250	164-27

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	171-31	171-26
PP	171-30	171-24
S1	171-29	171-22

Download as Excel Spreadsheet

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

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