ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 03-Oct-2016

Day Change Summary
	Previous	Current
	30-Sep-2016	03-Oct-2016	Change	Change %	Previous Week
Open	169-17	168-14	-1-03	-0.6%	167-28
High	170-01	168-25	-1-08	-0.7%	170-03
Low	167-30	167-26	-0-04	-0.1%	167-21
Close	168-05	168-02	-0-03	-0.1%	168-05
Range	2-03	0-31	-1-04	-53.7%	2-14
ATR	1-19	1-17	-0-01	-2.8%	0-00
Volume	329,704	171,657	-158,047	-47.9%	1,182,389

Daily Pivots for day following 03-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	171-04	170-18	168-19
R3	170-05	169-19	168-11
R2	169-06	169-06	168-08
R1	168-20	168-20	168-05	168-14
PP	168-07	168-07	168-07	168-04
S1	167-21	167-21	167-31	167-14
S2	167-08	167-08	167-28
S3	166-09	166-22	167-25
S4	165-10	165-23	167-17

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-30	174-16	169-16
R3	173-16	172-02	168-26
R2	171-02	171-02	168-19
R1	169-20	169-20	168-12	170-11
PP	168-20	168-20	168-20	169-00
S1	167-06	167-06	167-30	167-29
S2	166-06	166-06	167-23
S3	163-24	164-24	167-16
S4	161-10	162-10	166-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170-03	167-26	2-09	1.4%	1-16	0.9%	11%	False	True	237,319
10	170-03	164-13	5-22	3.4%	1-14	0.9%	64%	False	False	221,757
20	171-16	164-13	7-03	4.2%	1-19	0.9%	52%	False	False	240,832
40	172-14	164-13	8-01	4.8%	1-17	0.9%	46%	False	False	167,153
60	175-15	164-13	11-02	6.6%	1-19	0.9%	33%	False	False	111,503
80	175-19	164-13	11-06	6.7%	1-12	0.8%	33%	False	False	83,632
100	175-19	159-29	15-22	9.3%	1-04	0.7%	52%	False	False	66,905
120	175-19	158-20	16-31	10.1%	0-30	0.6%	56%	False	False	55,754

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-14
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	172-29
2.618	171-10
1.618	170-11
1.000	169-24
0.618	169-12
HIGH	168-25
0.618	168-13
0.500	168-10
0.382	168-06
LOW	167-26
0.618	167-07
1.000	166-27
1.618	166-08
2.618	165-09
4.250	163-22

Fisher Pivots for day following 03-Oct-2016
Pivot	1 day	3 day
R1	168-10	168-30
PP	168-07	168-20
S1	168-05	168-11

Download as Excel Spreadsheet

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

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