ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	153-26	151-25	-2-01	-1.3%	153-29
High	153-31	152-27	-1-04	-0.7%	154-03
Low	151-25	150-31	-0-26	-0.5%	150-31
Close	152-13	151-25	-0-20	-0.4%	151-25
Range	2-06	1-28	-0-10	-14.3%	3-04
ATR	1-27	1-27	0-00	0.2%	0-00
Volume	5,632	10,002	4,370	77.6%	25,328

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	157-16	156-16	152-26
R3	155-20	154-20	152-10
R2	153-24	153-24	152-04
R1	152-24	152-24	151-31	152-23
PP	151-28	151-28	151-28	151-27
S1	150-28	150-28	151-20	150-27
S2	150-00	150-00	151-14
S3	148-04	149-00	151-09
S4	146-08	147-04	150-24

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	161-21	159-27	153-16
R3	158-17	156-23	152-21
R2	155-13	155-13	152-11
R1	153-19	153-19	152-02	152-30
PP	152-09	152-09	152-09	151-31
S1	150-15	150-15	151-16	149-26
S2	149-05	149-05	151-07
S3	146-01	147-11	150-30
S4	142-29	144-07	150-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-03	150-31	3-04	2.1%	2-01	1.3%	26%	False	True	5,065
10	163-17	150-31	12-18	8.3%	2-15	1.6%	6%	False	True	3,684
20	163-27	150-31	12-28	8.5%	1-28	1.2%	6%	False	True	2,131
40	168-23	150-31	17-24	11.7%	1-16	1.0%	5%	False	True	1,082

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 3 trading days

Fibonacci Retracements and Extensions
4.250	160-26
2.618	157-24
1.618	155-28
1.000	154-23
0.618	154-00
HIGH	152-27
0.618	152-04
0.500	151-29
0.382	151-22
LOW	150-31
0.618	149-26
1.000	149-03
1.618	147-30
2.618	146-02
4.250	143-00

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	151-29	152-15
PP	151-28	152-08
S1	151-26	152-00

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

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