ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	173-13	174-18	1-05	0.7%	171-25
High	174-22	174-19	-0-03	-0.1%	174-22
Low	171-25	172-20	0-27	0.5%	170-31
Close	174-14	173-19	-0-27	-0.5%	174-14
Range	2-29	1-31	-0-30	-32.3%	3-23
ATR	1-28	1-29	0-00	0.3%	0-00
Volume	316,084	218,726	-97,358	-30.8%	1,130,397

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-16	178-17	174-22
R3	177-17	176-18	174-04
R2	175-18	175-18	173-31
R1	174-19	174-19	173-25	174-03
PP	173-19	173-19	173-19	173-12
S1	172-20	172-20	173-13	172-04
S2	171-20	171-20	173-07
S3	169-21	170-21	173-02
S4	167-22	168-22	172-16

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	184-17	183-06	176-15
R3	180-26	179-15	175-15
R2	177-03	177-03	175-04
R1	175-24	175-24	174-25	176-14
PP	173-12	173-12	173-12	173-22
S1	172-01	172-01	174-03	172-22
S2	169-21	169-21	173-24
S3	165-30	168-10	173-13
S4	162-07	164-19	172-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174-22	170-31	3-23	2.1%	2-01	1.2%	71%	False	False	240,663
10	174-22	169-31	4-23	2.7%	1-22	1.0%	77%	False	False	213,626
20	177-11	169-31	7-12	4.2%	1-28	1.1%	49%	False	False	233,181
40	177-11	165-20	11-23	6.8%	1-27	1.1%	68%	False	False	244,168
60	177-11	161-23	15-20	9.0%	1-21	1.0%	76%	False	False	197,004
80	177-11	159-20	17-23	10.2%	1-18	0.9%	79%	False	False	147,855
100	177-11	159-20	17-23	10.2%	1-12	0.8%	79%	False	False	118,289
120	177-11	159-20	17-23	10.2%	1-06	0.7%	79%	False	False	98,575

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	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	182-31
2.618	179-24
1.618	177-25
1.000	176-18
0.618	175-26
HIGH	174-19
0.618	173-27
0.500	173-20
0.382	173-12
LOW	172-20
0.618	171-13
1.000	170-21
1.618	169-14
2.618	167-15
4.250	164-08

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	173-20	173-15
PP	173-19	173-11
S1	173-19	173-08

Download as Excel Spreadsheet

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

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