ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 30-Aug-2016

Day Change Summary
	Previous	Current
	29-Aug-2016	30-Aug-2016	Change	Change %	Previous Week
Open	170-11	172-01	1-22	1.0%	170-30
High	172-05	172-02	-0-03	-0.1%	173-03
Low	170-07	171-14	1-07	0.7%	170-09
Close	172-03	171-25	-0-10	-0.2%	170-10
Range	1-30	0-20	-1-10	-67.7%	2-26
ATR	1-23	1-20	-0-02	-4.4%	0-00
Volume	381,336	226,280	-155,056	-40.7%	1,546,842

Daily Pivots for day following 30-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-20	173-11	172-04
R3	173-00	172-23	171-30
R2	172-12	172-12	171-29
R1	172-03	172-03	171-27	171-30
PP	171-24	171-24	171-24	171-22
S1	171-15	171-15	171-23	171-10
S2	171-04	171-04	171-21
S3	170-16	170-27	171-20
S4	169-28	170-07	171-14

Weekly Pivots for week ending 26-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-21	177-26	171-28
R3	176-27	175-00	171-03
R2	174-01	174-01	170-26
R1	172-06	172-06	170-18	171-22
PP	171-07	171-07	171-07	171-00
S1	169-12	169-12	170-02	168-28
S2	168-13	168-13	169-26
S3	165-19	166-18	169-17
S4	162-25	163-24	168-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173-03	170-07	2-28	1.7%	1-16	0.9%	54%	False	False	347,130
10	173-03	170-07	2-28	1.7%	1-14	0.8%	54%	False	False	272,621
20	173-30	170-07	3-23	2.2%	1-18	0.9%	42%	False	False	238,128
40	177-11	169-31	7-12	4.3%	1-22	1.0%	25%	False	False	236,884
60	177-11	165-20	11-23	6.8%	1-24	1.0%	53%	False	False	243,479
80	177-11	161-23	15-20	9.1%	1-20	1.0%	64%	False	False	210,991
100	177-11	159-20	17-23	10.3%	1-18	0.9%	69%	False	False	168,879
120	177-11	159-20	17-23	10.3%	1-13	0.8%	69%	False	False	140,738

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 104 trading days

Fibonacci Retracements and Extensions
4.250	174-23
2.618	173-22
1.618	173-02
1.000	172-22
0.618	172-14
HIGH	172-02
0.618	171-26
0.500	171-24
0.382	171-22
LOW	171-14
0.618	171-02
1.000	170-26
1.618	170-14
2.618	169-26
4.250	168-25

Fisher Pivots for day following 30-Aug-2016
Pivot	1 day	3 day
R1	171-25	171-24
PP	171-24	171-22
S1	171-24	171-21

Download as Excel Spreadsheet

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

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