ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	155-26	155-09	-0-17	-0.3%	162-22
High	156-12	155-14	-0-30	-0.6%	164-31
Low	155-00	152-24	-2-08	-1.5%	155-00
Close	155-05	154-13	-0-24	-0.5%	155-05
Range	1-12	2-22	1-10	95.5%	9-31
ATR	1-29	1-31	0-02	2.9%	0-00
Volume	125,416	481,386	355,970	283.8%	2,035,503

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	162-08	161-01	155-28
R3	159-18	158-11	155-05
R2	156-28	156-28	154-29
R1	155-21	155-21	154-21	154-30
PP	154-06	154-06	154-06	153-27
S1	152-31	152-31	154-05	152-08
S2	151-16	151-16	153-29
S3	148-26	150-09	153-21
S4	146-04	147-19	152-30

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	188-09	181-22	160-20
R3	178-10	171-23	157-29
R2	168-11	168-11	156-31
R1	161-24	161-24	156-02	160-02
PP	158-12	158-12	158-12	157-17
S1	151-25	151-25	154-08	150-03
S2	148-13	148-13	153-11
S3	138-14	141-26	152-13
S4	128-15	131-27	149-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-31	152-24	12-07	7.9%	3-12	2.2%	14%	False	True	470,344
10	164-31	152-24	12-07	7.9%	2-10	1.5%	14%	False	True	361,861
20	165-10	152-24	12-18	8.1%	1-26	1.2%	13%	False	True	302,110
40	170-03	152-24	17-11	11.2%	1-20	1.1%	10%	False	True	267,605
60	171-20	152-24	18-28	12.2%	1-20	1.1%	9%	False	True	252,665
80	173-07	152-24	20-15	13.3%	1-20	1.1%	8%	False	True	189,698
100	175-19	152-24	22-27	14.8%	1-19	1.0%	7%	False	True	151,771
120	175-19	152-24	22-27	14.8%	1-11	0.9%	7%	False	True	126,476

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	0-23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	166-28
2.618	162-15
1.618	159-25
1.000	158-04
0.618	157-03
HIGH	155-14
0.618	154-13
0.500	154-03
0.382	153-25
LOW	152-24
0.618	151-03
1.000	150-02
1.618	148-13
2.618	145-23
4.250	141-10

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	154-10	155-21
PP	154-06	155-07
S1	154-03	154-26

Download as Excel Spreadsheet

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

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