ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 02-Sep-2016

Day Change Summary
	Previous	Current
	01-Sep-2016	02-Sep-2016	Change	Change %	Previous Week
Open	170-08	170-16	0-08	0.1%	168-29
High	170-27	171-07	0-12	0.2%	171-07
Low	169-06	168-25	-0-13	-0.2%	168-24
Close	170-15	169-16	-0-31	-0.6%	169-16
Range	1-21	2-14	0-25	47.2%	2-15
ATR	1-16	1-19	0-02	4.3%	0-00
Volume	245,659	291,191	45,532	18.5%	1,288,822

Daily Pivots for day following 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-05	175-24	170-27
R3	174-23	173-10	170-05
R2	172-09	172-09	169-30
R1	170-28	170-28	169-23	170-12
PP	169-27	169-27	169-27	169-18
S1	168-14	168-14	169-09	167-30
S2	167-13	167-13	169-02
S3	164-31	166-00	168-27
S4	162-17	163-18	168-05

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-07	175-27	170-27
R3	174-24	173-12	170-06
R2	172-09	172-09	169-30
R1	170-29	170-29	169-23	171-19
PP	169-26	169-26	169-26	170-06
S1	168-14	168-14	169-09	169-04
S2	167-11	167-11	169-02
S3	164-28	165-31	168-26
S4	162-13	163-16	168-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171-07	168-24	2-15	1.5%	1-16	0.9%	30%	True	False	257,764
10	171-20	168-24	2-28	1.7%	1-18	0.9%	26%	False	False	185,663
20	172-14	168-24	3-22	2.2%	1-16	0.9%	20%	False	False	93,473
40	175-15	168-19	6-28	4.1%	1-19	0.9%	13%	False	False	46,838
60	175-19	164-18	11-01	6.5%	1-10	0.8%	45%	False	False	31,231
80	175-19	159-29	15-22	9.3%	1-01	0.6%	61%	False	False	23,424
100	175-19	158-20	16-31	10.0%	0-26	0.5%	64%	False	False	18,739

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	181-19
2.618	177-19
1.618	175-05
1.000	173-21
0.618	172-23
HIGH	171-07
0.618	170-09
0.500	170-00
0.382	169-23
LOW	168-25
0.618	167-09
1.000	166-11
1.618	164-27
2.618	162-13
4.250	158-14

Fisher Pivots for day following 02-Sep-2016
Pivot	1 day	3 day
R1	170-00	170-00
PP	169-27	169-27
S1	169-21	169-21

Download as Excel Spreadsheet

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

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