ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 22-Nov-2016

Day Change Summary
	Previous	Current
	21-Nov-2016	22-Nov-2016	Change	Change %	Previous Week
Open	151-19	152-12	0-25	0.5%	153-29
High	152-15	152-28	0-13	0.3%	154-03
Low	151-15	151-27	0-12	0.2%	150-31
Close	151-26	151-29	0-03	0.1%	151-25
Range	1-00	1-01	0-01	3.1%	3-04
ATR	1-25	1-23	-0-02	-2.9%	0-00
Volume	48,802	123,144	74,342	152.3%	25,328

Daily Pivots for day following 22-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	155-10	154-20	152-15
R3	154-09	153-19	152-06
R2	153-08	153-08	152-03
R1	152-18	152-18	152-00	152-13
PP	152-07	152-07	152-07	152-04
S1	151-17	151-17	151-26	151-12
S2	151-06	151-06	151-23
S3	150-05	150-16	151-20
S4	149-04	149-15	151-11

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	153-31	150-31	3-00	2.0%	1-19	1.1%	31%	False	False	38,073
10	163-17	150-31	12-18	8.3%	2-15	1.6%	7%	False	False	20,654
20	163-23	150-31	12-24	8.4%	1-28	1.2%	7%	False	False	10,711
40	168-23	150-31	17-24	11.7%	1-16	1.0%	5%	False	False	5,381
60	169-19	150-31	18-20	12.3%	1-03	0.7%	5%	False	False	3,587

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	0-21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-08
2.618	155-18
1.618	154-17
1.000	153-29
0.618	153-16
HIGH	152-28
0.618	152-15
0.500	152-12
0.382	152-08
LOW	151-27
0.618	151-07
1.000	150-26
1.618	150-06
2.618	149-05
4.250	147-15

Fisher Pivots for day following 22-Nov-2016
Pivot	1 day	3 day
R1	152-12	151-30
PP	152-07	151-29
S1	152-02	151-29

Download as Excel Spreadsheet

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

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