ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	166-15	164-18	-1-29	-1.1%	167-17
High	166-15	164-27	-1-20	-1.0%	168-30
Low	166-15	164-18	-1-29	-1.1%	167-17
Close	166-15	164-27	-1-20	-1.0%	167-29
Range	0-00	0-09	0-09		1-13
ATR	0-22	0-25	0-03	12.4%	0-00
Volume	0	1	1		2

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	165-19	165-16	165-00
R3	165-10	165-07	164-29
R2	165-01	165-01	164-29
R1	164-30	164-30	164-28	165-00
PP	164-24	164-24	164-24	164-25
S1	164-21	164-21	164-26	164-23
S2	164-15	164-15	164-25
S3	164-06	164-12	164-25
S4	163-29	164-03	164-22

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-11	171-17	168-22
R3	170-30	170-04	168-09
R2	169-17	169-17	168-05
R1	168-23	168-23	168-01	169-04
PP	168-04	168-04	168-04	168-11
S1	167-10	167-10	167-25	167-23
S2	166-23	166-23	167-21
S3	165-10	165-29	167-17
S4	163-29	164-16	167-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167-29	164-18	3-11	2.0%	0-03	0.0%	8%	False	True
10	168-30	164-18	4-12	2.7%	0-03	0.0%	6%	False	True
20	168-30	161-22	7-08	4.4%	0-04	0.1%	44%	False	False
40	168-30	159-18	9-12	5.7%	0-03	0.1%	56%	False	False
60	168-30	158-20	10-10	6.3%	0-02	0.0%	60%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	166-01
2.618	165-19
1.618	165-10
1.000	165-04
0.618	165-01
HIGH	164-27
0.618	164-24
0.500	164-23
0.382	164-21
LOW	164-18
0.618	164-12
1.000	164-09
1.618	164-03
2.618	163-26
4.250	163-12

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	164-26	165-17
PP	164-24	165-09
S1	164-23	165-02

Download as Excel Spreadsheet

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

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