ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Day Change Summary
	Previous	Current
	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	171-21	171-06	-0-15	-0.3%	171-12
High	172-16	172-02	-0-14	-0.3%	173-30
Low	171-01	170-28	-0-05	-0.1%	170-26
Close	171-03	171-19	0-16	0.3%	172-31
Range	1-15	1-06	-0-09	-19.1%	3-04
ATR	1-26	1-24	-0-01	-2.4%	0-00
Volume	262,934	196,186	-66,748	-25.4%	943,710

Daily Pivots for day following 17-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-02	174-17	172-08
R3	173-28	173-11	171-29
R2	172-22	172-22	171-26
R1	172-05	172-05	171-22	172-14
PP	171-16	171-16	171-16	171-21
S1	170-31	170-31	171-16	171-08
S2	170-10	170-10	171-12
S3	169-04	169-25	171-09
S4	167-30	168-19	170-30

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	170-28	3-02	1.8%	1-22	1.0%	23%	False	True	208,943
10	173-30	170-26	3-04	1.8%	1-21	1.0%	25%	False	False	202,939
20	174-22	169-31	4-23	2.7%	1-23	1.0%	34%	False	False	217,350
40	177-11	165-25	11-18	6.7%	1-31	1.1%	50%	False	False	238,266
60	177-11	161-23	15-20	9.1%	1-24	1.0%	63%	False	False	237,580
80	177-11	159-20	17-23	10.3%	1-20	1.0%	68%	False	False	179,443
100	177-11	159-20	17-23	10.3%	1-16	0.9%	68%	False	False	143,586
120	177-11	159-20	17-23	10.3%	1-10	0.8%	68%	False	False	119,655

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-09
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	177-04
2.618	175-05
1.618	173-31
1.000	173-08
0.618	172-25
HIGH	172-02
0.618	171-19
0.500	171-15
0.382	171-11
LOW	170-28
0.618	170-05
1.000	169-22
1.618	168-31
2.618	167-25
4.250	165-26

Fisher Pivots for day following 17-Aug-2016
Pivot	1 day	3 day
R1	171-18	172-04
PP	171-16	171-30
S1	171-15	171-25

Download as Excel Spreadsheet

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

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