ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 23-Aug-2016

Day Change Summary
	Previous	Current
	22-Aug-2016	23-Aug-2016	Change	Change %	Previous Week
Open	170-30	172-11	1-13	0.8%	173-03
High	172-16	173-01	0-17	0.3%	173-12
Low	170-21	171-21	1-00	0.6%	170-14
Close	172-12	172-14	0-02	0.0%	171-03
Range	1-27	1-12	-0-15	-25.4%	2-30
ATR	1-23	1-22	-0-01	-1.4%	0-00
Volume	190,994	227,810	36,816	19.3%	991,878

Daily Pivots for day following 23-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-16	175-27	173-06
R3	175-04	174-15	172-26
R2	173-24	173-24	172-22
R1	173-03	173-03	172-18	173-14
PP	172-12	172-12	172-12	172-17
S1	171-23	171-23	172-10	172-02
S2	171-00	171-00	172-06
S3	169-20	170-11	172-02
S4	168-08	168-31	171-22

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	173-01	170-14	2-19	1.5%	1-13	0.8%	77%	True	False	198,112
10	173-30	170-14	3-16	2.0%	1-17	0.9%	57%	False	False	201,861
20	174-22	170-14	4-08	2.5%	1-23	1.0%	47%	False	False	215,714
40	177-11	169-31	7-12	4.3%	1-25	1.0%	33%	False	False	229,747
60	177-11	161-23	15-20	9.1%	1-24	1.0%	69%	False	False	237,028
80	177-11	160-20	16-23	9.7%	1-20	1.0%	71%	False	False	189,336
100	177-11	159-20	17-23	10.3%	1-17	0.9%	72%	False	False	151,529
120	177-11	159-20	17-23	10.3%	1-12	0.8%	72%	False	False	126,275

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	178-28
2.618	176-20
1.618	175-08
1.000	174-13
0.618	173-28
HIGH	173-01
0.618	172-16
0.500	172-11
0.382	172-06
LOW	171-21
0.618	170-26
1.000	170-09
1.618	169-14
2.618	168-02
4.250	165-26

Fisher Pivots for day following 23-Aug-2016
Pivot	1 day	3 day
R1	172-13	172-06
PP	172-12	171-31
S1	172-11	171-24

Download as Excel Spreadsheet

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

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