ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	152-21	153-09	0-20	0.4%	161-11
High	154-03	153-29	-0-06	-0.1%	163-17
Low	152-17	151-31	-0-18	-0.4%	153-20
Close	152-29	153-21	0-24	0.5%	153-24
Range	1-18	1-30	0-12	24.0%	9-29
ATR	1-25	1-26	0-00	0.6%	0-00
Volume	3,296	2,788	-508	-15.4%	11,514

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	159-00	158-08	154-23
R3	157-02	156-10	154-06
R2	155-04	155-04	154-00
R1	154-12	154-12	153-27	154-24
PP	153-06	153-06	153-06	153-12
S1	152-14	152-14	153-15	152-26
S2	151-08	151-08	153-10
S3	149-10	150-16	153-04
S4	147-12	148-18	152-19

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	157-01	151-12	5-21	3.7%	2-02	1.3%	40%	False	False	3,126
10	163-17	151-12	12-05	7.9%	2-10	1.5%	19%	False	False	2,219
20	163-27	151-12	12-15	8.1%	1-25	1.2%	18%	False	False	1,353
40	168-23	151-12	17-11	11.3%	1-13	0.9%	13%	False	False	691

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	162-05
2.618	158-31
1.618	157-01
1.000	155-27
0.618	155-03
HIGH	153-29
0.618	153-05
0.500	152-30
0.382	152-23
LOW	151-31
0.618	150-25
1.000	150-01
1.618	148-27
2.618	146-29
4.250	143-24

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	153-13	153-11
PP	153-06	153-01
S1	152-30	152-24

Download as Excel Spreadsheet

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

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