ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 11-Aug-2016

Day Change Summary
	Previous	Current
	10-Aug-2016	11-Aug-2016	Change	Change %	Previous Week
Open	171-07	171-31	0-24	0.4%	173-00
High	172-06	172-00	-0-06	-0.1%	173-02
Low	171-04	170-05	-0-31	-0.6%	169-24
Close	172-00	170-10	-1-22	-1.0%	170-03
Range	1-02	1-27	0-25	73.5%	3-10
ATR	1-19	1-20	0-01	1.1%	0-00
Volume	985	970	-15	-1.5%	2,179

Daily Pivots for day following 11-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-11	175-06	171-10
R3	174-16	173-11	170-26
R2	172-21	172-21	170-21
R1	171-16	171-16	170-15	171-05
PP	170-26	170-26	170-26	170-21
S1	169-21	169-21	170-05	169-10
S2	168-31	168-31	169-31
S3	167-04	167-26	169-26
S4	165-09	165-31	169-10

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	180-29	178-26	171-29
R3	177-19	175-16	171-00
R2	174-09	174-09	170-22
R1	172-06	172-06	170-13	171-19
PP	170-31	170-31	170-31	170-21
S1	168-28	168-28	169-25	168-09
S2	167-21	167-21	169-16
S3	164-11	165-18	169-06
S4	161-01	162-08	168-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-06	169-12	2-26	1.7%	1-17	0.9%	33%	False	False	734
10	173-07	169-12	3-27	2.3%	1-23	1.0%	24%	False	False	594
20	173-07	168-19	4-20	2.7%	1-19	0.9%	37%	False	False	347
40	175-19	164-18	11-01	6.5%	1-11	0.8%	52%	False	False	190
60	175-19	159-29	15-22	9.2%	0-30	0.6%	66%	False	False	127
80	175-19	158-20	16-31	10.0%	0-23	0.4%	69%	False	False	95
100	175-19	158-20	16-31	10.0%	0-18	0.3%	69%	False	False	76

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	0-10
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	179-27
2.618	176-26
1.618	174-31
1.000	173-27
0.618	173-04
HIGH	172-00
0.618	171-09
0.500	171-03
0.382	170-28
LOW	170-05
0.618	169-01
1.000	168-10
1.618	167-06
2.618	165-11
4.250	162-10

Fisher Pivots for day following 11-Aug-2016
Pivot	1 day	3 day
R1	171-03	171-01
PP	170-26	170-25
S1	170-18	170-18

Download as Excel Spreadsheet

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

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