ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	175-15	174-06	-1-09	-0.7%	172-28
High	175-15	174-06	-1-09	-0.7%	175-19
Low	174-06	171-28	-2-10	-1.3%	172-14
Close	174-07	172-11	-1-28	-1.1%	175-15
Range	1-09	2-10	1-01	80.5%	3-05
ATR	1-14	1-16	0-02	4.5%	0-00
Volume	51	98	47	92.2%	178

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-24	178-11	173-20
R3	177-14	176-01	172-31
R2	175-04	175-04	172-25
R1	173-23	173-23	172-18	173-09
PP	172-26	172-26	172-26	172-18
S1	171-13	171-13	172-04	170-31
S2	170-16	170-16	171-29
S3	168-06	169-03	171-23
S4	165-28	166-25	171-02

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	183-31	182-28	177-07
R3	180-26	179-23	176-11
R2	177-21	177-21	176-02
R1	176-18	176-18	175-24	177-04
PP	174-16	174-16	174-16	174-25
S1	173-13	173-13	175-06	173-31
S2	171-11	171-11	174-28
S3	168-06	170-08	174-19
S4	165-01	167-03	173-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-19	171-28	3-23	2.2%	1-13	0.8%	13%	False	True	43
10	175-19	170-14	5-05	3.0%	1-15	0.9%	37%	False	False	47
20	175-19	164-18	11-01	6.4%	0-30	0.5%	71%	False	False	26
40	175-19	159-29	15-22	9.1%	0-17	0.3%	79%	False	False	13
60	175-19	158-20	16-31	9.8%	0-11	0.2%	81%	False	False	9

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	184-00
2.618	180-08
1.618	177-30
1.000	176-16
0.618	175-20
HIGH	174-06
0.618	173-10
0.500	173-01
0.382	172-24
LOW	171-28
0.618	170-14
1.000	169-18
1.618	168-04
2.618	165-26
4.250	162-02

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	173-01	173-23
PP	172-26	173-08
S1	172-18	172-26

Download as Excel Spreadsheet

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

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