ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	164-13	164-31	0-18	0.3%	163-02
High	165-06	165-10	0-04	0.1%	165-07
Low	164-10	163-30	-0-12	-0.2%	162-19
Close	164-26	164-10	-0-16	-0.3%	164-26
Range	0-28	1-12	0-16	57.1%	2-20
ATR	1-13	1-13	0-00	-0.1%	0-00
Volume	188,311	191,147	2,836	1.5%	1,165,758

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-21	167-27	165-02
R3	167-09	166-15	164-22
R2	165-29	165-29	164-18
R1	165-03	165-03	164-14	164-26
PP	164-17	164-17	164-17	164-12
S1	163-23	163-23	164-06	163-14
S2	163-05	163-05	164-02
S3	161-25	162-11	163-30
S4	160-13	160-31	163-18

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-03	171-02	166-08
R3	169-15	168-14	165-17
R2	166-27	166-27	165-09
R1	165-26	165-26	165-02	166-11
PP	164-07	164-07	164-07	164-15
S1	163-06	163-06	164-18	163-23
S2	161-19	161-19	164-11
S3	158-31	160-18	164-03
S4	156-11	157-30	163-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-10	163-09	2-01	1.2%	1-06	0.7%	51%	True	False	226,542
10	165-13	162-19	2-26	1.7%	1-07	0.7%	61%	False	False	238,405
20	170-03	162-19	7-16	4.6%	1-13	0.8%	23%	False	False	238,186
40	171-16	162-19	8-29	5.4%	1-16	0.9%	19%	False	False	242,065
60	173-02	162-19	10-15	6.4%	1-16	0.9%	16%	False	False	171,090
80	175-19	162-19	13-00	7.9%	1-17	0.9%	13%	False	False	128,344
100	175-19	162-19	13-00	7.9%	1-10	0.8%	13%	False	False	102,677
120	175-19	159-29	15-22	9.5%	1-04	0.7%	28%	False	False	85,564

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

Fibonacci Retracements and Extensions
4.250	171-05
2.618	168-29
1.618	167-17
1.000	166-22
0.618	166-05
HIGH	165-10
0.618	164-25
0.500	164-20
0.382	164-15
LOW	163-30
0.618	163-03
1.000	162-18
1.618	161-23
2.618	160-11
4.250	158-03

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	164-20	164-17
PP	164-17	164-15
S1	164-13	164-12

Download as Excel Spreadsheet

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

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