ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 25-Aug-2016

Day Change Summary
	Previous	Current
	24-Aug-2016	25-Aug-2016	Change	Change %	Previous Week
Open	172-22	172-05	-0-17	-0.3%	173-03
High	172-26	172-18	-0-08	-0.1%	173-12
Low	171-28	171-10	-0-18	-0.3%	170-14
Close	172-08	171-23	-0-17	-0.3%	171-03
Range	0-30	1-08	0-10	33.3%	2-30
ATR	1-20	1-19	-0-01	-1.7%	0-00
Volume	229,275	438,302	209,027	91.2%	991,878

Daily Pivots for day following 25-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-20	174-29	172-13
R3	174-12	173-21	172-02
R2	173-04	173-04	171-30
R1	172-13	172-13	171-27	172-04
PP	171-28	171-28	171-28	171-23
S1	171-05	171-05	171-19	170-28
S2	170-20	170-20	171-16
S3	169-12	169-29	171-12
S4	168-04	168-21	171-01

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%	49%	False	False	256,373
10	173-30	170-14	3-16	2.0%	1-14	0.8%	37%	False	False	229,861
20	174-22	170-14	4-08	2.5%	1-20	0.9%	30%	False	False	226,320
40	177-11	169-31	7-12	4.3%	1-24	1.0%	24%	False	False	233,920
60	177-11	163-22	13-21	8.0%	1-24	1.0%	59%	False	False	238,686
80	177-11	161-23	15-20	9.1%	1-20	0.9%	64%	False	False	197,670
100	177-11	159-20	17-23	10.3%	1-18	0.9%	68%	False	False	158,202
120	177-11	159-20	17-23	10.3%	1-12	0.8%	68%	False	False	131,838

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	177-28
2.618	175-27
1.618	174-19
1.000	173-26
0.618	173-11
HIGH	172-18
0.618	172-03
0.500	171-30
0.382	171-25
LOW	171-10
0.618	170-17
1.000	170-02
1.618	169-09
2.618	168-01
4.250	166-00

Fisher Pivots for day following 25-Aug-2016
Pivot	1 day	3 day
R1	171-30	172-06
PP	171-28	172-01
S1	171-25	171-28

Download as Excel Spreadsheet

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

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