ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	165-25	165-14	-0-11	-0.2%	166-16
High	166-08	166-23	0-15	0.3%	167-18
Low	165-11	165-13	0-02	0.0%	164-17
Close	165-23	166-00	0-09	0.2%	165-21
Range	0-29	1-10	0-13	44.8%	3-01
ATR	1-20	1-19	-0-01	-1.4%	0-00
Volume	148,952	181,099	32,147	21.6%	1,346,315

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-31	169-10	166-23
R3	168-21	168-00	166-12
R2	167-11	167-11	166-08
R1	166-22	166-22	166-04	167-01
PP	166-01	166-01	166-01	166-07
S1	165-12	165-12	165-28	165-23
S2	164-23	164-23	165-24
S3	163-13	164-02	165-20
S4	162-03	162-24	165-09

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-00	173-12	167-10
R3	171-31	170-11	166-16
R2	168-30	168-30	166-07
R1	167-10	167-10	165-30	166-20
PP	165-29	165-29	165-29	165-18
S1	164-09	164-09	165-12	163-19
S2	162-28	162-28	165-03
S3	159-27	161-08	164-26
S4	156-26	158-07	164-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166-23	164-17	2-06	1.3%	1-09	0.8%	67%	True	False	216,788
10	171-16	164-17	6-31	4.2%	1-20	1.0%	21%	False	False	253,439
20	171-20	164-17	7-03	4.3%	1-20	1.0%	21%	False	False	231,431
40	173-07	164-17	8-22	5.2%	1-20	1.0%	17%	False	False	116,317
60	175-19	164-17	11-02	6.7%	1-18	0.9%	13%	False	False	77,567
80	175-19	161-22	13-29	8.4%	1-08	0.7%	31%	False	False	58,176
100	175-19	159-18	16-01	9.7%	1-00	0.6%	40%	False	False	46,541
120	175-19	158-20	16-31	10.2%	0-27	0.5%	43%	False	False	38,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	172-10
2.618	170-05
1.618	168-27
1.000	168-01
0.618	167-17
HIGH	166-23
0.618	166-07
0.500	166-02
0.382	165-29
LOW	165-13
0.618	164-19
1.000	164-03
1.618	163-09
2.618	161-31
4.250	159-27

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	166-02	166-01
PP	166-01	166-01
S1	166-01	166-00

Download as Excel Spreadsheet

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

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