ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 18-Jan-2017

Day Change Summary
	Previous	Current
	17-Jan-2017	18-Jan-2017	Change	Change %	Previous Week
Open	151-06	151-29	0-23	0.5%	150-11
High	152-17	151-29	-0-20	-0.4%	152-20
Low	150-24	150-05	-0-19	-0.4%	150-04
Close	152-01	150-24	-1-09	-0.8%	151-00
Range	1-25	1-24	-0-01	-1.8%	2-16
ATR	1-02	1-04	0-02	5.5%	0-00
Volume	80	301	221	276.3%	722

Daily Pivots for day following 18-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-06	155-07	151-23
R3	154-14	153-15	151-07
R2	152-22	152-22	151-02
R1	151-23	151-23	150-29	151-11
PP	150-30	150-30	150-30	150-24
S1	149-31	149-31	150-19	149-19
S2	149-06	149-06	150-14
S3	147-14	148-07	150-09
S4	145-22	146-15	149-25

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-24	157-12	152-12
R3	156-08	154-28	151-22
R2	153-24	153-24	151-15
R1	152-12	152-12	151-07	153-02
PP	151-08	151-08	151-08	151-19
S1	149-28	149-28	150-25	150-18
S2	148-24	148-24	150-17
S3	146-08	147-12	150-10
S4	143-24	144-28	149-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-20	150-04	2-16	1.7%	1-17	1.0%	25%	False	False	217
10	152-20	149-02	3-18	2.4%	1-13	0.9%	47%	False	False	114
20	152-20	147-08	5-12	3.6%	0-27	0.6%	65%	False	False	58

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
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	159-11
2.618	156-16
1.618	154-24
1.000	153-21
0.618	153-00
HIGH	151-29
0.618	151-08
0.500	151-01
0.382	150-26
LOW	150-05
0.618	149-02
1.000	148-13
1.618	147-10
2.618	145-18
4.250	142-23

Fisher Pivots for day following 18-Jan-2017
Pivot	1 day	3 day
R1	151-01	151-11
PP	150-30	151-04
S1	150-27	150-30

Download as Excel Spreadsheet

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

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