ECBOT 30 Year Treasury Bond Future December 2016

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

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	171-31	170-28	-1-03	-0.6%	169-26
High	172-00	172-14	0-14	0.3%	172-14
Low	170-05	170-20	0-15	0.3%	169-12
Close	170-10	171-16	1-06	0.7%	171-16
Range	1-27	1-26	-0-01	-1.7%	3-02
ATR	1-20	1-21	0-01	2.2%	0-00
Volume	970	1,472	502	51.8%	4,658

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-31	176-01	172-16
R3	175-05	174-07	172-00
R2	173-11	173-11	171-27
R1	172-13	172-13	171-21	172-28
PP	171-17	171-17	171-17	171-24
S1	170-19	170-19	171-11	171-02
S2	169-23	169-23	171-05
S3	167-29	168-25	171-00
S4	166-03	166-31	170-16

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	180-09	178-31	173-06
R3	177-07	175-29	172-11
R2	174-05	174-05	172-02
R1	172-27	172-27	171-25	173-16
PP	171-03	171-03	171-03	171-14
S1	169-25	169-25	171-07	170-14
S2	168-01	168-01	170-30
S3	164-31	166-23	170-21
S4	161-29	163-21	169-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-14	169-12	3-02	1.8%	1-14	0.8%	69%	True	False	931
10	173-02	169-12	3-22	2.2%	1-20	0.9%	58%	False	False	683
20	173-07	168-19	4-20	2.7%	1-19	0.9%	63%	False	False	416
40	175-19	164-18	11-01	6.4%	1-13	0.8%	63%	False	False	227
60	175-19	160-31	14-20	8.5%	0-31	0.6%	72%	False	False	151
80	175-19	158-20	16-31	9.9%	0-24	0.4%	76%	False	False	113
100	175-19	158-20	16-31	9.9%	0-19	0.3%	76%	False	False	91

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	180-04
2.618	177-06
1.618	175-12
1.000	174-08
0.618	173-18
HIGH	172-14
0.618	171-24
0.500	171-17
0.382	171-10
LOW	170-20
0.618	169-16
1.000	168-26
1.618	167-22
2.618	165-28
4.250	162-30

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	171-17	171-14
PP	171-17	171-12
S1	171-16	171-10

Download as Excel Spreadsheet

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

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