ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	169-17	169-06	-0-11	-0.2%	165-25
High	170-03	169-29	-0-06	-0.1%	168-08
Low	169-00	168-09	-0-23	-0.4%	164-13
Close	169-08	169-20	0-12	0.2%	167-26
Range	1-03	1-20	0-17	48.6%	3-27
ATR	1-17	1-18	0-00	0.4%	0-00
Volume	219,999	245,220	25,221	11.5%	1,012,478

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-05	173-16	170-17
R3	172-17	171-28	170-02
R2	170-29	170-29	169-30
R1	170-08	170-08	169-25	170-19
PP	169-09	169-09	169-09	169-14
S1	168-20	168-20	169-15	168-31
S2	167-21	167-21	169-10
S3	166-01	167-00	169-06
S4	164-13	165-12	168-23

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	170-03	167-18	2-17	1.5%	1-08	0.7%	81%	False	False	202,795
10	170-03	164-13	5-22	3.4%	1-11	0.8%	92%	False	False	206,656
20	171-16	164-13	7-03	4.2%	1-20	1.0%	74%	False	False	242,607
40	172-14	164-13	8-01	4.7%	1-18	0.9%	65%	False	False	154,638
60	175-17	164-13	11-04	6.6%	1-18	0.9%	47%	False	False	103,147
80	175-19	164-13	11-06	6.6%	1-12	0.8%	47%	False	False	77,365
100	175-19	159-29	15-22	9.2%	1-03	0.6%	62%	False	False	61,892
120	175-19	158-20	16-31	10.0%	0-29	0.5%	65%	False	False	51,576

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	176-26
2.618	174-05
1.618	172-17
1.000	171-17
0.618	170-29
HIGH	169-29
0.618	169-09
0.500	169-03
0.382	168-29
LOW	168-09
0.618	167-09
1.000	166-21
1.618	165-21
2.618	164-01
4.250	161-12

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	169-14	169-13
PP	169-09	169-07
S1	169-03	169-00

Download as Excel Spreadsheet

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

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