ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 11-Nov-2016

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	155-28	154-14	-1-14	-0.9%	161-11
High	157-01	154-29	-2-04	-1.4%	163-17
Low	154-04	153-20	-0-16	-0.3%	153-20
Close	154-26	153-24	-1-02	-0.7%	153-24
Range	2-29	1-09	-1-20	-55.9%	9-29
ATR	1-25	1-24	-0-01	-2.0%	0-00
Volume	4,251	1,685	-2,566	-60.4%	11,514

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	157-30	157-04	154-15
R3	156-21	155-27	154-03
R2	155-12	155-12	154-00
R1	154-18	154-18	153-28	154-11
PP	154-03	154-03	154-03	153-31
S1	153-09	153-09	153-20	153-01
S2	152-26	152-26	153-16
S3	151-17	152-00	153-13
S4	150-08	150-23	153-01

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	186-22	180-04	159-06
R3	176-25	170-07	156-15
R2	166-28	166-28	155-18
R1	160-10	160-10	154-21	158-21
PP	156-31	156-31	156-31	156-04
S1	150-13	150-13	152-27	148-23
S2	147-02	147-02	151-30
S3	137-05	140-16	151-01
S4	127-08	130-19	148-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-17	153-20	9-29	6.4%	2-28	1.9%	1%	False	True	2,302
10	163-17	153-20	9-29	6.4%	2-02	1.3%	1%	False	True	1,545
20	163-27	153-20	10-07	6.6%	1-21	1.1%	1%	False	True	882
40	168-23	153-20	15-03	9.8%	1-10	0.8%	1%	False	True	449

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	160-11
2.618	158-08
1.618	156-31
1.000	156-06
0.618	155-22
HIGH	154-29
0.618	154-13
0.500	154-09
0.382	154-04
LOW	153-20
0.618	152-27
1.000	152-11
1.618	151-18
2.618	150-09
4.250	148-06

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	154-09	158-19
PP	154-03	156-31
S1	153-30	155-12

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

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