ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 06-Dec-2016

Day Change Summary
	Previous	Current
	05-Dec-2016	06-Dec-2016	Change	Change %	Previous Week
Open	152-12	151-31	-0-13	-0.3%	153-04
High	152-30	152-11	-0-19	-0.4%	154-11
Low	150-23	151-17	0-26	0.5%	149-24
Close	152-04	151-21	-0-15	-0.3%	151-28
Range	2-07	0-26	-1-13	-63.4%	4-19
ATR	1-29	1-26	-0-02	-4.1%	0-00
Volume	8,529	3,951	-4,578	-53.7%	820,073

Daily Pivots for day following 06-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	154-09	153-25	152-03
R3	153-15	152-31	151-28
R2	152-21	152-21	151-26
R1	152-05	152-05	151-23	152-00
PP	151-27	151-27	151-27	151-25
S1	151-11	151-11	151-19	151-06
S2	151-01	151-01	151-16
S3	150-07	150-17	151-14
S4	149-13	149-23	151-07

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	165-25	163-13	154-13
R3	161-06	158-26	153-04
R2	156-19	156-19	152-23
R1	154-07	154-07	152-09	153-04
PP	152-00	152-00	152-00	151-14
S1	149-20	149-20	151-15	148-16
S2	147-13	147-13	151-01
S3	142-26	145-01	150-20
S4	138-07	140-14	149-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-11	149-24	4-19	3.0%	2-00	1.3%	41%	False	False	26,592
10	154-11	149-24	4-19	3.0%	1-21	1.1%	41%	False	False	194,529
20	164-31	149-24	15-07	10.0%	2-04	1.4%	13%	False	False	300,192
40	165-13	149-24	15-21	10.3%	1-22	1.1%	12%	False	False	273,642
60	170-03	149-24	20-11	13.4%	1-20	1.1%	9%	False	False	260,080
80	171-28	149-24	22-04	14.6%	1-20	1.1%	9%	False	False	235,252
100	173-07	149-24	23-15	15.5%	1-20	1.1%	8%	False	False	188,285
120	175-19	149-24	25-27	17.0%	1-18	1.0%	7%	False	False	156,911

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	0-09
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	155-26
2.618	154-15
1.618	153-21
1.000	153-05
0.618	152-27
HIGH	152-11
0.618	152-01
0.500	151-30
0.382	151-27
LOW	151-17
0.618	151-01
1.000	150-23
1.618	150-07
2.618	149-13
4.250	148-03

Fisher Pivots for day following 06-Dec-2016
Pivot	1 day	3 day
R1	151-30	151-26
PP	151-27	151-24
S1	151-24	151-23

Download as Excel Spreadsheet

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

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