ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 14-Sep-2016

Day Change Summary
	Previous	Current
	13-Sep-2016	14-Sep-2016	Change	Change %	Previous Week
Open	168-21	166-23	-1-30	-1.1%	170-27
High	169-03	167-28	-1-07	-0.7%	172-30
Low	166-09	166-14	0-05	0.1%	168-01
Close	166-26	167-13	0-19	0.4%	168-12
Range	2-26	1-14	-1-12	-48.9%	4-29
ATR	1-25	1-24	-0-01	-1.3%	0-00
Volume	1,392	1,167	-225	-16.2%	21,335

Daily Pivots for day following 14-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	171-18	170-29	168-06
R3	170-04	169-15	167-26
R2	168-22	168-22	167-21
R1	168-01	168-01	167-17	168-12
PP	167-08	167-08	167-08	167-13
S1	166-19	166-19	167-09	166-30
S2	165-26	165-26	167-05
S3	164-12	165-05	167-00
S4	162-30	163-23	166-20

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	184-16	181-11	171-02
R3	179-19	176-14	169-23
R2	174-22	174-22	169-09
R1	171-17	171-17	168-26	170-21
PP	169-25	169-25	169-25	169-11
S1	166-20	166-20	167-30	165-24
S2	164-28	164-28	167-15
S3	159-31	161-23	167-01
S4	155-02	156-26	165-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-15	166-09	6-06	3.7%	2-02	1.2%	18%	False	False	2,894
10	172-30	166-09	6-21	4.0%	1-26	1.1%	17%	False	False	10,327
20	173-03	166-09	6-26	4.1%	1-20	1.0%	17%	False	False	141,474
40	174-22	166-09	8-13	5.0%	1-22	1.0%	13%	False	False	178,307
60	177-11	165-25	11-18	6.9%	1-27	1.1%	14%	False	False	205,697
80	177-11	161-23	15-20	9.3%	1-23	1.0%	36%	False	False	211,843
100	177-11	159-20	17-23	10.6%	1-20	1.0%	44%	False	False	169,891
120	177-11	159-20	17-23	10.6%	1-17	0.9%	44%	False	False	141,599

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

Fibonacci Retracements and Extensions
4.250	174-00
2.618	171-20
1.618	170-06
1.000	169-10
0.618	168-24
HIGH	167-28
0.618	167-10
0.500	167-05
0.382	167-00
LOW	166-14
0.618	165-18
1.000	165-00
1.618	164-04
2.618	162-22
4.250	160-10

Fisher Pivots for day following 14-Sep-2016
Pivot	1 day	3 day
R1	167-10	167-22
PP	167-08	167-19
S1	167-05	167-16

Download as Excel Spreadsheet

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

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