ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	172-04	170-14	-1-22	-1.0%	166-25
High	172-06	172-03	-0-03	-0.1%	171-05
Low	170-19	170-14	-0-05	-0.1%	164-18
Close	171-18	170-28	-0-22	-0.4%	168-17
Range	1-19	1-21	0-02	3.9%	6-19
ATR	1-10	1-11	0-01	1.9%	0-00
Volume	68	7	-61	-89.7%	34

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-03	175-05	171-25
R3	174-14	173-16	171-11
R2	172-25	172-25	171-06
R1	171-27	171-27	171-01	172-10
PP	171-04	171-04	171-04	171-12
S1	170-06	170-06	170-23	170-21
S2	169-15	169-15	170-18
S3	167-26	168-17	170-13
S4	166-05	166-28	169-31

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	172-06	168-17	3-21	2.1%	1-14	0.8%	64%	False	False	30
10	172-06	164-18	7-20	4.5%	0-24	0.4%	83%	False	False	15
20	172-06	164-16	7-22	4.5%	0-16	0.3%	83%	False	False	8
40	172-06	159-29	12-09	7.2%	0-09	0.2%	89%	False	False	4
60	172-06	158-20	13-18	7.9%	0-06	0.1%	90%	False	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-04
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	179-04
2.618	176-14
1.618	174-25
1.000	173-24
0.618	173-04
HIGH	172-03
0.618	171-15
0.500	171-09
0.382	171-02
LOW	170-14
0.618	169-13
1.000	168-25
1.618	167-24
2.618	166-03
4.250	163-13

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	171-09	171-10
PP	171-04	171-05
S1	171-00	171-01

Download as Excel Spreadsheet

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

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