ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	160-28	160-31	0-03	0.1%	163-22
High	161-08	161-15	0-07	0.1%	163-27
Low	160-09	160-21	0-12	0.2%	160-09
Close	160-26	161-10	0-16	0.3%	160-26
Range	0-31	0-26	-0-05	-16.1%	3-18
ATR	1-06	1-05	-0-01	-2.2%	0-00
Volume	983	779	-204	-20.8%	1,848

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	163-19	163-08	161-24
R3	162-25	162-14	161-17
R2	161-31	161-31	161-15
R1	161-20	161-20	161-12	161-26
PP	161-05	161-05	161-05	161-07
S1	160-26	160-26	161-08	161-00
S2	160-11	160-11	161-05
S3	159-17	160-00	161-03
S4	158-23	159-06	160-28

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-11	170-04	162-25
R3	168-25	166-18	161-25
R2	165-07	165-07	161-15
R1	163-00	163-00	161-04	162-11
PP	161-21	161-21	161-21	161-10
S1	159-14	159-14	160-16	158-25
S2	158-03	158-03	160-05
S3	154-17	155-28	159-27
S4	150-31	152-10	158-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-23	160-09	3-14	2.1%	1-10	0.8%	30%	False	False	503
10	163-27	160-09	3-18	2.2%	1-07	0.7%	29%	False	False	294
20	166-27	160-09	6-18	4.1%	1-06	0.7%	16%	False	False	163
40	169-19	160-09	9-10	5.8%	0-26	0.5%	11%	False	False	82

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	164-30
2.618	163-19
1.618	162-25
1.000	162-09
0.618	161-31
HIGH	161-15
0.618	161-05
0.500	161-02
0.382	160-31
LOW	160-21
0.618	160-05
1.000	159-27
1.618	159-11
2.618	158-17
4.250	157-07

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	161-07	161-12
PP	161-05	161-11
S1	161-02	161-11

Download as Excel Spreadsheet

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

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