ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	167-01	167-25	0-24	0.4%	165-25
High	168-01	168-08	0-07	0.1%	168-08
Low	166-30	167-18	0-20	0.4%	164-13
Close	167-16	167-26	0-10	0.2%	167-26
Range	1-03	0-22	-0-13	-37.1%	3-27
ATR	1-21	1-19	-0-02	-3.9%	0-00
Volume	246,224	161,292	-84,932	-34.5%	1,012,478

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-30	169-18	168-06
R3	169-08	168-28	168-00
R2	168-18	168-18	167-30
R1	168-06	168-06	167-28	168-12
PP	167-28	167-28	167-28	167-31
S1	167-16	167-16	167-24	167-22
S2	167-06	167-06	167-22
S3	166-16	166-26	167-20
S4	165-26	166-04	167-14

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-11	176-30	169-30
R3	174-16	173-03	168-28
R2	170-21	170-21	168-17
R1	169-08	169-08	168-05	169-30
PP	166-26	166-26	166-26	167-06
S1	165-13	165-13	167-15	166-04
S2	162-31	162-31	167-03
S3	159-04	161-18	166-24
S4	155-09	157-23	165-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168-08	164-13	3-27	2.3%	1-11	0.8%	89%	True	False	202,495
10	168-08	164-13	3-27	2.3%	1-15	0.9%	89%	True	False	235,879
20	171-20	164-13	7-07	4.3%	1-21	1.0%	47%	False	False	247,619
40	173-07	164-13	8-26	5.3%	1-20	1.0%	39%	False	False	133,370
60	175-19	164-13	11-06	6.7%	1-19	0.9%	30%	False	False	88,939
80	175-19	163-13	12-06	7.3%	1-09	0.8%	36%	False	False	66,706
100	175-19	159-29	15-22	9.3%	1-01	0.6%	50%	False	False	53,365
120	175-19	158-20	16-31	10.1%	0-28	0.5%	54%	False	False	44,471

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-12
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	171-06
2.618	170-02
1.618	169-12
1.000	168-30
0.618	168-22
HIGH	168-08
0.618	168-00
0.500	167-29
0.382	167-26
LOW	167-18
0.618	167-04
1.000	166-28
1.618	166-14
2.618	165-24
4.250	164-20

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	167-29	167-10
PP	167-28	166-26
S1	167-27	166-11

Download as Excel Spreadsheet

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

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