ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	160-29	155-28	-5-01	-3.1%	160-31
High	163-17	157-01	-6-16	-4.0%	162-17
Low	155-10	154-04	-1-06	-0.8%	160-11
Close	155-17	154-26	-0-23	-0.5%	161-30
Range	8-07	2-29	-5-10	-64.6%	2-06
ATR	1-22	1-25	0-03	5.1%	0-00
Volume	3,335	4,251	916	27.5%	3,937

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	164-01	162-11	156-13
R3	161-04	159-14	155-20
R2	158-07	158-07	155-11
R1	156-17	156-17	155-03	155-30
PP	155-10	155-10	155-10	155-01
S1	153-20	153-20	154-17	153-00
S2	152-13	152-13	154-09
S3	149-16	150-23	154-00
S4	146-19	147-26	153-07

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-05	167-08	163-04
R3	165-31	165-02	162-17
R2	163-25	163-25	162-11
R1	162-28	162-28	162-04	163-11
PP	161-19	161-19	161-19	161-27
S1	160-22	160-22	161-24	161-05
S2	159-13	159-13	161-17
S3	157-07	158-16	161-11
S4	155-01	156-10	160-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-17	154-04	9-13	6.1%	2-28	1.9%	7%	False	True	2,072
10	163-17	154-04	9-13	6.1%	2-01	1.3%	7%	False	True	1,474
20	163-27	154-04	9-23	6.3%	1-21	1.1%	7%	False	True	801
40	168-23	154-04	14-19	9.4%	1-09	0.8%	5%	False	True	407

Crabel Price Patterns
NR	True
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	0-21
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169-12
2.618	164-20
1.618	161-23
1.000	159-30
0.618	158-26
HIGH	157-01
0.618	155-29
0.500	155-19
0.382	155-08
LOW	154-04
0.618	152-11
1.000	151-07
1.618	149-14
2.618	146-17
4.250	141-25

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	155-19	158-27
PP	155-10	157-16
S1	155-02	156-05

Download as Excel Spreadsheet

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

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