ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	163-17	163-07	-0-10	-0.2%	161-25
High	163-25	163-24	-0-01	0.0%	163-25
Low	162-13	163-00	0-19	0.4%	161-09
Close	163-09	163-13	0-04	0.1%	163-13
Range	1-12	0-24	-0-20	-45.5%	2-16
ATR	1-03	1-02	-0-01	-2.2%	0-00
Volume	24	60	36	150.0%	349

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	165-20	165-09	163-26
R3	164-28	164-17	163-20
R2	164-04	164-04	163-17
R1	163-25	163-25	163-15	163-31
PP	163-12	163-12	163-12	163-15
S1	163-01	163-01	163-11	163-07
S2	162-20	162-20	163-09
S3	161-28	162-09	163-06
S4	161-04	161-17	163-00

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	170-10	169-12	164-25
R3	167-26	166-28	164-03
R2	165-10	165-10	163-28
R1	164-12	164-12	163-20	164-27
PP	162-26	162-26	162-26	163-02
S1	161-28	161-28	163-06	162-11
S2	160-10	160-10	162-30
S3	157-26	159-12	162-23
S4	155-10	156-28	162-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-25	161-09	2-16	1.5%	1-04	0.7%	85%	False	False	69
10	163-29	161-09	2-20	1.6%	1-02	0.6%	81%	False	False	62
20	168-23	161-09	7-14	4.6%	1-04	0.7%	29%	False	False	33

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	166-30
2.618	165-23
1.618	164-31
1.000	164-16
0.618	164-07
HIGH	163-24
0.618	163-15
0.500	163-12
0.382	163-09
LOW	163-00
0.618	162-17
1.000	162-08
1.618	161-25
2.618	161-01
4.250	159-26

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	163-13	163-10
PP	163-12	163-06
S1	163-12	163-03

Download as Excel Spreadsheet

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

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