ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	163-13	162-05	-1-08	-0.8%	161-25
High	163-23	162-14	-1-09	-0.8%	163-25
Low	162-08	160-11	-1-29	-1.2%	161-09
Close	162-17	161-01	-1-16	-0.9%	163-13
Range	1-15	2-03	0-20	42.5%	2-16
ATR	1-04	1-06	0-02	6.7%	0-00
Volume	185	341	156	84.3%	349

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-18	166-12	162-06
R3	165-15	164-09	161-19
R2	163-12	163-12	161-13
R1	162-06	162-06	161-07	161-24
PP	161-09	161-09	161-09	161-01
S1	160-03	160-03	160-27	159-21
S2	159-06	159-06	160-21
S3	157-03	158-00	160-15
S4	155-00	155-29	159-28

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	160-11	3-16	2.2%	1-12	0.9%	20%	False	True	185
10	163-27	160-11	3-16	2.2%	1-10	0.8%	20%	False	True	129
20	168-23	160-11	8-12	5.2%	1-08	0.8%	8%	False	True	75
40	169-19	160-11	9-08	5.7%	0-25	0.5%	7%	False	True	38

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 43 trading days

Fibonacci Retracements and Extensions
4.250	171-11
2.618	167-29
1.618	165-26
1.000	164-17
0.618	163-23
HIGH	162-14
0.618	161-20
0.500	161-13
0.382	161-05
LOW	160-11
0.618	159-02
1.000	158-08
1.618	156-31
2.618	154-28
4.250	151-14

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	161-13	162-01
PP	161-09	161-22
S1	161-05	161-12

Download as Excel Spreadsheet

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

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