ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	164-31	164-09	-0-22	-0.4%	163-02
High	165-10	165-05	-0-05	-0.1%	165-07
Low	163-30	163-24	-0-06	-0.1%	162-19
Close	164-10	164-22	0-12	0.2%	164-26
Range	1-12	1-13	0-01	2.3%	2-20
ATR	1-13	1-13	0-00	0.0%	0-00
Volume	191,147	218,700	27,553	14.4%	1,165,758

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-24	168-04	165-15
R3	167-11	166-23	165-02
R2	165-30	165-30	164-30
R1	165-10	165-10	164-26	165-20
PP	164-17	164-17	164-17	164-22
S1	163-29	163-29	164-18	164-07
S2	163-04	163-04	164-14
S3	161-23	162-16	164-10
S4	160-10	161-03	163-29

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	163-24	1-18	0.9%	1-07	0.7%	60%	False	True	218,103
10	165-13	162-19	2-26	1.7%	1-09	0.8%	74%	False	False	236,392
20	170-03	162-19	7-16	4.6%	1-12	0.8%	28%	False	False	238,120
40	171-16	162-19	8-29	5.4%	1-15	0.9%	24%	False	False	240,135
60	172-14	162-19	9-27	6.0%	1-16	0.9%	21%	False	False	174,725
80	175-19	162-19	13-00	7.9%	1-17	0.9%	16%	False	False	131,077
100	175-19	162-19	13-00	7.9%	1-11	0.8%	16%	False	False	104,864
120	175-19	159-29	15-22	9.5%	1-04	0.7%	30%	False	False	87,386

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	171-04
2.618	168-27
1.618	167-14
1.000	166-18
0.618	166-01
HIGH	165-05
0.618	164-20
0.500	164-15
0.382	164-09
LOW	163-24
0.618	162-28
1.000	162-11
1.618	161-15
2.618	160-02
4.250	157-25

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	164-20	164-20
PP	164-17	164-19
S1	164-15	164-17

Download as Excel Spreadsheet

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

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