ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	150-16	149-03	-1-13	-0.9%	149-20
High	150-19	150-15	-0-04	-0.1%	151-17
Low	148-26	149-03	0-09	0.2%	148-18
Close	149-01	150-10	1-09	0.9%	149-01
Range	1-25	1-12	-0-13	-22.8%	2-31
ATR	1-25	1-24	-0-01	-1.4%	0-00
Volume	281	339	58	20.6%	9,843

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	154-03	153-18	151-02
R3	152-23	152-06	150-22
R2	151-11	151-11	150-18
R1	150-26	150-26	150-14	151-03
PP	149-31	149-31	149-31	150-03
S1	149-14	149-14	150-06	149-23
S2	148-19	148-19	150-02
S3	147-07	148-02	149-30
S4	145-27	146-22	149-18

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	158-20	156-25	150-21
R3	155-21	153-26	149-27
R2	152-22	152-22	149-18
R1	150-27	150-27	149-10	150-09
PP	149-23	149-23	149-23	149-14
S1	147-28	147-28	148-24	147-10
S2	146-24	146-24	148-16
S3	143-25	144-29	148-07
S4	140-26	141-30	147-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-17	148-18	2-31	2.0%	1-23	1.1%	59%	False	False	1,654
10	152-25	148-18	4-07	2.8%	1-18	1.0%	41%	False	False	1,911
20	154-11	148-18	5-25	3.8%	1-20	1.1%	30%	False	False	112,047
40	165-10	148-18	16-24	11.1%	1-26	1.2%	10%	False	False	219,198
60	170-03	148-18	21-17	14.3%	1-21	1.1%	8%	False	False	225,132
80	171-20	148-18	23-02	15.3%	1-21	1.1%	8%	False	False	230,754
100	173-07	148-18	24-21	16.4%	1-21	1.1%	7%	False	False	188,428
120	175-19	148-18	27-01	18.0%	1-20	1.1%	6%	False	False	157,036

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	156-10
2.618	154-02
1.618	152-22
1.000	151-27
0.618	151-10
HIGH	150-15
0.618	149-30
0.500	149-25
0.382	149-20
LOW	149-03
0.618	148-08
1.000	147-23
1.618	146-28
2.618	145-16
4.250	143-08

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	150-04	150-02
PP	149-31	149-26
S1	149-25	149-19

Download as Excel Spreadsheet

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

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