ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	151-25	151-19	-0-06	-0.1%	153-29
High	152-27	152-15	-0-12	-0.2%	154-03
Low	150-31	151-15	0-16	0.3%	150-31
Close	151-25	151-26	0-01	0.0%	151-25
Range	1-28	1-00	-0-28	-46.7%	3-04
ATR	1-27	1-25	-0-02	-3.2%	0-00
Volume	10,002	48,802	38,800	387.9%	25,328

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	154-29	154-12	152-12
R3	153-29	153-12	152-03
R2	152-29	152-29	152-00
R1	152-12	152-12	151-29	152-21
PP	151-29	151-29	151-29	152-02
S1	151-12	151-12	151-23	151-21
S2	150-29	150-29	151-20
S3	149-29	150-12	151-17
S4	148-29	149-12	151-08

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%	1-23	1.1%	27%	False	False	14,104
10	163-17	150-31	12-18	8.3%	2-16	1.6%	7%	False	False	8,549
20	163-23	150-31	12-24	8.4%	1-28	1.2%	7%	False	False	4,566
40	168-23	150-31	17-24	11.7%	1-16	1.0%	5%	False	False	2,302

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-21
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	156-23
2.618	155-03
1.618	154-03
1.000	153-15
0.618	153-03
HIGH	152-15
0.618	152-03
0.500	151-31
0.382	151-27
LOW	151-15
0.618	150-27
1.000	150-15
1.618	149-27
2.618	148-27
4.250	147-07

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	151-31	152-15
PP	151-29	152-08
S1	151-28	152-01

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

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