ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	164-18	169-18	5-00	3.0%	166-25
High	164-27	171-05	6-10	3.8%	171-05
Low	164-18	168-17	3-31	2.4%	164-18
Close	164-27	168-17	3-22	2.2%	168-17
Range	0-09	2-20	2-11	833.2%	6-19
ATR	0-25	1-06	0-13	50.6%	0-00
Volume	1	33	32	3,200.0%	34

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-09	175-17	169-31
R3	174-21	172-29	169-08
R2	172-01	172-01	169-00
R1	170-09	170-09	168-25	169-27
PP	169-13	169-13	169-13	169-06
S1	167-21	167-21	168-09	167-07
S2	166-25	166-25	168-02
S3	164-05	165-01	167-26
S4	161-17	162-13	167-03

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	187-28	184-25	172-05
R3	181-09	178-06	170-11
R2	174-22	174-22	169-24
R1	171-19	171-19	169-04	173-05
PP	168-03	168-03	168-03	168-27
S1	165-00	165-00	167-30	166-18
S2	161-16	161-16	167-10
S3	154-29	158-13	166-23
S4	148-10	151-26	164-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171-05	164-18	6-19	3.9%	0-19	0.3%	60%	True	False	6
10	171-05	164-18	6-19	3.9%	0-10	0.2%	60%	True	False	3
20	171-05	161-22	9-15	5.6%	0-09	0.2%	72%	True	False	2
40	171-05	159-18	11-19	6.9%	0-05	0.1%	77%	True	False	1
60	171-05	158-20	12-17	7.4%	0-03	0.1%	79%	True	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	0-03
Widest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	182-10
2.618	178-01
1.618	175-13
1.000	173-25
0.618	172-25
HIGH	171-05
0.618	170-05
0.500	169-27
0.382	169-17
LOW	168-17
0.618	166-29
1.000	165-29
1.618	164-09
2.618	161-21
4.250	157-12

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	169-27	168-10
PP	169-13	168-03
S1	168-31	167-28

Download as Excel Spreadsheet

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

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