ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	171-23	171-29	0-06	0.1%	170-11
High	172-09	172-25	0-16	0.3%	172-25
Low	170-20	170-08	-0-12	-0.2%	170-07
Close	171-30	170-31	-0-31	-0.6%	170-31
Range	1-21	2-17	0-28	52.8%	2-18
ATR	1-18	1-21	0-02	4.3%	0-00
Volume	23,105	13,359	-9,746	-42.2%	686,093

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-30	177-15	172-12
R3	176-13	174-30	171-21
R2	173-28	173-28	171-14
R1	172-13	172-13	171-06	171-28
PP	171-11	171-11	171-11	171-02
S1	169-28	169-28	170-24	169-11
S2	168-26	168-26	170-16
S3	166-09	167-11	170-09
S4	163-24	164-26	169-18

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-00	177-18	172-12
R3	176-14	175-00	171-22
R2	173-28	173-28	171-14
R1	172-14	172-14	171-07	173-05
PP	171-10	171-10	171-10	171-22
S1	169-28	169-28	170-23	170-19
S2	168-24	168-24	170-16
S3	166-06	167-10	170-08
S4	163-20	164-24	169-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-25	170-07	2-18	1.5%	1-16	0.9%	29%	True	False	137,218
10	173-03	170-07	2-28	1.7%	1-18	0.9%	26%	False	False	223,293
20	173-30	170-07	3-23	2.2%	1-17	0.9%	20%	False	False	208,426
40	177-11	169-31	7-12	4.3%	1-22	1.0%	14%	False	False	218,435
60	177-11	165-25	11-18	6.8%	1-25	1.0%	45%	False	False	234,175
80	177-11	161-23	15-20	9.1%	1-21	1.0%	59%	False	False	211,944
100	177-11	159-20	17-23	10.4%	1-19	0.9%	64%	False	False	169,653
120	177-11	159-20	17-23	10.4%	1-14	0.8%	64%	False	False	141,392

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	183-17
2.618	179-13
1.618	176-28
1.000	175-10
0.618	174-11
HIGH	172-25
0.618	171-26
0.500	171-16
0.382	171-07
LOW	170-08
0.618	168-22
1.000	167-23
1.618	166-05
2.618	163-20
4.250	159-16

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	171-16	171-16
PP	171-11	171-11
S1	171-05	171-05

Download as Excel Spreadsheet

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

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