ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	165-04	164-09	-0-27	-0.5%	168-14
High	165-07	164-23	-0-16	-0.3%	168-25
Low	163-21	163-24	0-03	0.1%	164-08
Close	164-05	164-11	0-06	0.1%	164-29
Range	1-18	0-31	-0-19	-38.0%	4-17
ATR	1-18	1-16	-0-01	-2.7%	0-00
Volume	67,147	238,828	171,681	255.7%	1,297,589

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-06	166-23	164-28
R3	166-07	165-24	164-20
R2	165-08	165-08	164-17
R1	164-25	164-25	164-14	165-01
PP	164-09	164-09	164-09	164-12
S1	163-26	163-26	164-08	164-02
S2	163-10	163-10	164-05
S3	162-11	162-27	164-02
S4	161-12	161-28	163-26

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-18	176-25	167-13
R3	175-01	172-08	166-05
R2	170-16	170-16	165-24
R1	167-23	167-23	165-10	166-27
PP	165-31	165-31	165-31	165-18
S1	163-06	163-06	164-16	162-10
S2	161-14	161-14	164-02
S3	156-29	158-21	163-21
S4	152-12	154-04	162-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166-27	163-21	3-06	1.9%	1-11	0.8%	22%	False	False	228,405
10	170-03	163-21	6-14	3.9%	1-15	0.9%	11%	False	False	239,848
20	170-03	163-21	6-14	3.9%	1-14	0.9%	11%	False	False	227,616
40	171-20	163-21	7-31	4.8%	1-17	0.9%	9%	False	False	202,812
60	173-07	163-21	9-18	5.8%	1-18	0.9%	7%	False	False	135,361
80	175-19	163-21	11-30	7.3%	1-16	0.9%	6%	False	False	101,530
100	175-19	160-31	14-20	8.9%	1-07	0.7%	23%	False	False	81,224
120	175-19	158-20	16-31	10.3%	1-01	0.6%	34%	False	False	67,687

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
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	168-27
2.618	167-08
1.618	166-09
1.000	165-22
0.618	165-10
HIGH	164-23
0.618	164-11
0.500	164-08
0.382	164-04
LOW	163-24
0.618	163-05
1.000	162-25
1.618	162-06
2.618	161-07
4.250	159-20

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	164-10	164-20
PP	164-09	164-17
S1	164-08	164-14

Download as Excel Spreadsheet

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

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