ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 24-Aug-2016

Day Change Summary
	Previous	Current
	23-Aug-2016	24-Aug-2016	Change	Change %	Previous Week
Open	172-11	172-22	0-11	0.2%	173-03
High	173-01	172-26	-0-07	-0.1%	173-12
Low	171-21	171-28	0-07	0.1%	170-14
Close	172-14	172-08	-0-06	-0.1%	171-03
Range	1-12	0-30	-0-14	-31.8%	2-30
ATR	1-22	1-20	-0-02	-3.2%	0-00
Volume	227,810	229,275	1,465	0.6%	991,878

Daily Pivots for day following 24-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-04	174-20	172-24
R3	174-06	173-22	172-16
R2	173-08	173-08	172-14
R1	172-24	172-24	172-11	172-17
PP	172-10	172-10	172-10	172-06
S1	171-26	171-26	172-05	171-19
S2	171-12	171-12	172-02
S3	170-14	170-28	172-00
S4	169-16	169-30	171-24

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%	1-11	0.8%	70%	False	False	204,730
10	173-30	170-14	3-16	2.0%	1-17	0.9%	52%	False	False	206,836
20	174-22	170-14	4-08	2.5%	1-20	0.9%	43%	False	False	215,114
40	177-11	169-31	7-12	4.3%	1-25	1.0%	31%	False	False	229,397
60	177-11	162-25	14-18	8.5%	1-24	1.0%	65%	False	False	236,091
80	177-11	160-28	16-15	9.6%	1-20	0.9%	69%	False	False	192,197
100	177-11	159-20	17-23	10.3%	1-18	0.9%	71%	False	False	153,821
120	177-11	159-20	17-23	10.3%	1-12	0.8%	71%	False	False	128,185

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	176-26
2.618	175-09
1.618	174-11
1.000	173-24
0.618	173-13
HIGH	172-26
0.618	172-15
0.500	172-11
0.382	172-07
LOW	171-28
0.618	171-09
1.000	170-30
1.618	170-11
2.618	169-13
4.250	167-28

Fisher Pivots for day following 24-Aug-2016
Pivot	1 day	3 day
R1	172-11	172-04
PP	172-10	171-31
S1	172-09	171-27

Download as Excel Spreadsheet

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

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