ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	154-21	155-07	0-18	0.4%	162-22
High	155-09	155-12	0-03	0.1%	164-31
Low	153-10	153-04	-0-06	-0.1%	155-00
Close	155-01	153-25	-1-08	-0.8%	155-05
Range	1-31	2-08	0-09	14.3%	9-31
ATR	1-30	1-31	0-01	1.1%	0-00
Volume	364,407	324,265	-40,142	-11.0%	2,035,503

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	160-27	159-18	155-01
R3	158-19	157-10	154-13
R2	156-11	156-11	154-06
R1	155-02	155-02	154-00	154-19
PP	154-03	154-03	154-03	153-27
S1	152-26	152-26	153-18	152-11
S2	151-27	151-27	153-12
S3	149-19	150-18	153-05
S4	147-11	148-10	152-17

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	156-12	152-24	3-20	2.4%	2-00	1.3%	28%	False	False	331,871
10	164-31	152-24	12-07	7.9%	2-15	1.6%	8%	False	False	381,848
20	165-10	152-24	12-18	8.2%	1-29	1.2%	8%	False	False	317,075
40	170-03	152-24	17-11	11.3%	1-21	1.1%	6%	False	False	276,363
60	171-20	152-24	18-28	12.3%	1-21	1.1%	5%	False	False	268,233
80	173-07	152-24	20-15	13.3%	1-20	1.1%	5%	False	False	202,852
100	175-19	152-24	22-27	14.9%	1-20	1.1%	5%	False	False	162,296
120	175-19	152-24	22-27	14.9%	1-13	0.9%	5%	False	False	135,248

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	164-30
2.618	161-08
1.618	159-00
1.000	157-20
0.618	156-24
HIGH	155-12
0.618	154-16
0.500	154-08
0.382	154-00
LOW	153-04
0.618	151-24
1.000	150-28
1.618	149-16
2.618	147-08
4.250	143-18

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	154-08	154-10
PP	154-03	154-04
S1	153-30	153-31

Download as Excel Spreadsheet

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

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