ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	163-22	163-02	-0-20	-0.4%	161-25
High	163-27	163-23	-0-04	-0.1%	163-25
Low	162-18	162-14	-0-04	-0.1%	161-09
Close	162-29	163-09	0-12	0.2%	163-13
Range	1-09	1-09	0-00	0.0%	2-16
ATR	1-03	1-03	0-00	1.3%	0-00
Volume	109	230	121	111.0%	349

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-00	166-13	164-00
R3	165-23	165-04	163-20
R2	164-14	164-14	163-17
R1	163-27	163-27	163-13	164-05
PP	163-05	163-05	163-05	163-09
S1	162-18	162-18	163-05	162-28
S2	161-28	161-28	163-01
S3	160-19	161-09	162-30
S4	159-10	160-00	162-18

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	163-27	162-13	1-14	0.9%	1-04	0.7%	61%	False	False	120
10	163-29	161-09	2-20	1.6%	1-03	0.7%	76%	False	False	96
20	168-23	161-09	7-14	4.6%	1-05	0.7%	27%	False	False	50
40	169-19	161-09	8-10	5.1%	0-22	0.4%	24%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09

Fibonacci Retracements and Extensions
4.250	169-05
2.618	167-02
1.618	165-25
1.000	165-00
0.618	164-16
HIGH	163-23
0.618	163-07
0.500	163-03
0.382	162-30
LOW	162-14
0.618	161-21
1.000	161-05
1.618	160-12
2.618	159-03
4.250	157-00

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	163-07	163-08
PP	163-05	163-06
S1	163-03	163-05

Download as Excel Spreadsheet

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

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