ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	172-00	170-30	-1-02	-0.6%	173-03
High	172-01	172-16	0-15	0.3%	173-12
Low	170-14	170-21	0-07	0.1%	170-14
Close	171-03	172-12	1-09	0.7%	171-03
Range	1-19	1-27	0-08	15.7%	2-30
ATR	1-22	1-23	0-00	0.6%	0-00
Volume	195,488	190,994	-4,494	-2.3%	991,878

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-12	176-23	173-12
R3	175-17	174-28	172-28
R2	173-22	173-22	172-23
R1	173-01	173-01	172-17	173-12
PP	171-27	171-27	171-27	172-00
S1	171-06	171-06	172-07	171-16
S2	170-00	170-00	172-01
S3	168-05	169-11	171-28
S4	166-10	167-16	171-12

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	180-14	178-23	172-23
R3	177-16	175-25	171-29
R2	174-18	174-18	171-20
R1	172-27	172-27	171-12	172-08
PP	171-20	171-20	171-20	171-11
S1	169-29	169-29	170-26	169-10
S2	168-22	168-22	170-18
S3	165-24	166-31	170-09
S4	162-26	164-01	169-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-16	170-14	2-02	1.2%	1-13	0.8%	94%	True	False	205,137
10	173-30	170-14	3-16	2.0%	1-18	0.9%	55%	False	False	195,958
20	174-22	170-14	4-08	2.5%	1-23	1.0%	46%	False	False	214,976
40	177-11	169-31	7-12	4.3%	1-26	1.1%	33%	False	False	230,762
60	177-11	161-23	15-20	9.1%	1-24	1.0%	68%	False	False	236,303
80	177-11	160-15	16-28	9.8%	1-21	1.0%	71%	False	False	186,502
100	177-11	159-20	17-23	10.3%	1-17	0.9%	72%	False	False	149,251
120	177-11	159-20	17-23	10.3%	1-11	0.8%	72%	False	False	124,376

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	180-11
2.618	177-10
1.618	175-15
1.000	174-11
0.618	173-20
HIGH	172-16
0.618	171-25
0.500	171-18
0.382	171-12
LOW	170-21
0.618	169-17
1.000	168-26
1.618	167-22
2.618	165-27
4.250	162-26

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	172-04	172-02
PP	171-27	171-25
S1	171-18	171-15

Download as Excel Spreadsheet

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

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