ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	173-13	172-01	-1-12	-0.8%	171-12
High	173-16	173-30	0-14	0.3%	173-30
Low	171-19	171-28	0-09	0.2%	170-26
Close	171-25	172-31	1-06	0.7%	172-31
Range	1-29	2-02	0-05	8.2%	3-04
ATR	1-26	1-26	0-01	1.4%	0-00
Volume	208,052	220,359	12,307	5.9%	943,710

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-04	178-03	174-03
R3	177-02	176-01	173-17
R2	175-00	175-00	173-11
R1	173-31	173-31	173-05	174-16
PP	172-30	172-30	172-30	173-06
S1	171-29	171-29	172-25	172-14
S2	170-28	170-28	172-19
S3	168-26	169-27	172-13
S4	166-24	167-25	171-27

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	181-30	180-19	174-22
R3	178-26	177-15	173-26
R2	175-22	175-22	173-17
R1	174-11	174-11	173-08	175-00
PP	172-18	172-18	172-18	172-29
S1	171-07	171-07	172-22	171-28
S2	169-14	169-14	172-13
S3	166-10	168-03	172-04
S4	163-06	164-31	171-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173-30	170-26	3-04	1.8%	1-17	0.9%	69%	True	False	188,742
10	174-19	170-26	3-25	2.2%	1-23	1.0%	57%	False	False	213,206
20	174-22	169-31	4-23	2.7%	1-22	1.0%	64%	False	False	211,065
40	177-11	165-25	11-18	6.7%	1-30	1.1%	62%	False	False	237,419
60	177-11	161-23	15-20	9.0%	1-23	1.0%	72%	False	False	228,670
80	177-11	159-20	17-23	10.2%	1-20	0.9%	75%	False	False	171,753
100	177-11	159-20	17-23	10.2%	1-15	0.9%	75%	False	False	137,423
120	177-11	159-20	17-23	10.2%	1-09	0.7%	75%	False	False	114,519

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	182-22
2.618	179-11
1.618	177-09
1.000	176-00
0.618	175-07
HIGH	173-30
0.618	173-05
0.500	172-29
0.382	172-21
LOW	171-28
0.618	170-19
1.000	169-26
1.618	168-17
2.618	166-15
4.250	163-04

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	172-30	172-29
PP	172-30	172-27
S1	172-29	172-24

Download as Excel Spreadsheet

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

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