ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	165-07	165-04	-0-03	-0.1%	162-02
High	165-07	165-19	0-12	0.2%	165-11
Low	165-07	165-04	-0-03	-0.1%	162-02
Close	165-07	165-19	0-12	0.2%	165-11
Range	0-00	0-15	0-15		3-09
ATR	0-25	0-24	-0-01	-2.8%	0-00
Volume	0	1	1		1

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-27	166-22	165-27
R3	166-12	166-07	165-23
R2	165-29	165-29	165-22
R1	165-24	165-24	165-20	165-27
PP	165-14	165-14	165-14	165-15
S1	165-09	165-09	165-18	165-12
S2	164-31	164-31	165-16
S3	164-16	164-26	165-15
S4	164-01	164-11	165-11

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-03	173-00	167-05
R3	170-26	169-23	166-08
R2	167-17	167-17	165-30
R1	166-14	166-14	165-21	167-00
PP	164-08	164-08	164-08	164-17
S1	163-05	163-05	165-01	163-23
S2	160-31	160-31	164-24
S3	157-22	159-28	164-14
S4	154-13	156-19	163-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-19	163-13	2-06	1.3%	0-05	0.1%	100%	True	False
10	165-19	160-31	4-20	2.8%	0-03	0.0%	100%	True	False
20	165-19	159-29	5-22	3.4%	0-02	0.0%	100%	True	False
40	165-19	158-20	6-31	4.2%	0-01	0.0%	100%	True	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	167-19
2.618	166-26
1.618	166-11
1.000	166-02
0.618	165-28
HIGH	165-19
0.618	165-13
0.500	165-12
0.382	165-10
LOW	165-04
0.618	164-27
1.000	164-21
1.618	164-12
2.618	163-29
4.250	163-04

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	165-17	165-13
PP	165-14	165-07
S1	165-12	165-02

Download as Excel Spreadsheet

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

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