ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	166-09	166-23	0-14	0.3%	164-16
High	166-09	167-03	0-26	0.5%	167-03
Low	165-04	166-23	1-19	1.0%	164-16
Close	166-09	167-03	0-26	0.5%	167-03
Range	1-05	0-12	-0-25	-67.6%	2-19
ATR	0-25	0-25	0-00	0.3%	0-00
Volume	0	1	1		3

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-03	167-31	167-10
R3	167-23	167-19	167-06
R2	167-11	167-11	167-05
R1	167-07	167-07	167-04	167-09
PP	166-31	166-31	166-31	167-00
S1	166-27	166-27	167-02	166-29
S2	166-19	166-19	167-01
S3	166-07	166-15	167-00
S4	165-27	166-03	166-28

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-00	173-05	168-17
R3	171-13	170-18	167-26
R2	168-26	168-26	167-18
R1	167-31	167-31	167-11	168-13
PP	166-07	166-07	166-07	166-14
S1	165-12	165-12	166-27	165-26
S2	163-20	163-20	166-20
S3	161-01	162-25	166-12
S4	158-14	160-06	165-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167-03	164-16	2-19	1.6%	0-15	0.3%	100%	True	False
10	167-03	161-22	5-13	3.2%	0-08	0.1%	100%	True	False
20	167-03	159-29	7-06	4.3%	0-05	0.1%	100%	True	False
40	167-03	158-20	8-15	5.1%	0-02	0.0%	100%	True	False

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	0-00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	168-22
2.618	168-02
1.618	167-22
1.000	167-15
0.618	167-10
HIGH	167-03
0.618	166-30
0.500	166-29
0.382	166-28
LOW	166-23
0.618	166-16
1.000	166-11
1.618	166-04
2.618	165-24
4.250	165-04

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	167-01	166-25
PP	166-31	166-14
S1	166-29	166-04

Download as Excel Spreadsheet

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

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