ECBOT 30 Year Treasury Bond Future March 2017

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

Day Change Summary
	Previous	Current
	14-Oct-2016	17-Oct-2016	Change	Change %	Previous Week
Open	162-19	161-25	-0-26	-0.5%	162-21
High	162-31	162-26	-0-05	-0.1%	163-29
Low	161-21	161-09	-0-12	-0.2%	161-21
Close	161-26	162-17	0-23	0.4%	161-26
Range	1-10	1-17	0-07	16.7%	2-08
ATR	1-02	1-03	0-01	3.3%	0-00
Volume	76	34	-42	-55.3%	277

Daily Pivots for day following 17-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-26	166-06	163-12
R3	165-09	164-21	162-30
R2	163-24	163-24	162-26
R1	163-04	163-04	162-21	163-14
PP	162-07	162-07	162-07	162-12
S1	161-19	161-19	162-13	161-29
S2	160-22	160-22	162-08
S3	159-05	160-02	162-04
S4	157-20	158-17	161-22

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-07	167-24	163-02
R3	166-31	165-16	162-14
R2	164-23	164-23	162-07
R1	163-08	163-08	162-01	162-28
PP	162-15	162-15	162-15	162-08
S1	161-00	161-00	161-19	160-20
S2	160-07	160-07	161-13
S3	157-31	158-24	161-06
S4	155-23	156-16	160-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-29	161-09	2-20	1.6%	1-00	0.6%	48%	False	True	62
10	166-27	161-09	5-18	3.4%	1-06	0.7%	22%	False	True	33
20	168-23	161-09	7-14	4.6%	1-00	0.6%	17%	False	True	18

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	169-10
2.618	166-26
1.618	165-09
1.000	164-11
0.618	163-24
HIGH	162-26
0.618	162-07
0.500	162-02
0.382	161-28
LOW	161-09
0.618	160-11
1.000	159-24
1.618	158-26
2.618	157-09
4.250	154-25

Fisher Pivots for day following 17-Oct-2016
Pivot	1 day	3 day
R1	162-12	162-19
PP	162-07	162-18
S1	162-02	162-18

Download as Excel Spreadsheet

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

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