ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 14-Feb-2017

Day Change Summary
	Previous	Current
	13-Feb-2017	14-Feb-2017	Change	Change %	Previous Week
Open	151-27	151-10	-0-17	-0.3%	150-13
High	151-28	151-17	-0-11	-0.2%	153-21
Low	151-00	149-29	-1-03	-0.7%	150-10
Close	151-12	150-20	-0-24	-0.5%	151-29
Range	0-28	1-20	0-24	85.7%	3-11
ATR	1-13	1-13	0-01	1.1%	0-00
Volume	158,911	273,699	114,788	72.2%	1,426,930

Daily Pivots for day following 14-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-18	154-23	151-17
R3	153-30	153-03	151-02
R2	152-10	152-10	150-30
R1	151-15	151-15	150-25	151-03
PP	150-22	150-22	150-22	150-16
S1	149-27	149-27	150-15	149-15
S2	149-02	149-02	150-10
S3	147-14	148-07	150-06
S4	145-26	146-19	149-23

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	162-00	160-09	153-24
R3	158-21	156-30	152-26
R2	155-10	155-10	152-17
R1	153-19	153-19	152-07	154-15
PP	151-31	151-31	151-31	152-12
S1	150-08	150-08	151-19	151-04
S2	148-20	148-20	151-09
S3	145-09	146-29	151-00
S4	141-30	143-18	150-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-21	149-29	3-24	2.5%	1-11	0.9%	19%	False	True	268,309
10	153-21	149-23	3-30	2.6%	1-11	0.9%	23%	False	False	271,921
20	153-21	148-30	4-23	3.1%	1-12	0.9%	36%	False	False	261,836
40	153-31	147-13	6-18	4.4%	1-12	0.9%	49%	False	False	231,427
60	153-31	147-04	6-27	4.5%	1-15	1.0%	51%	False	False	231,627
80	163-27	147-04	16-23	11.1%	1-18	1.0%	21%	False	False	174,058
100	168-23	147-04	21-19	14.3%	1-14	1.0%	16%	False	False	139,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	158-14
2.618	155-25
1.618	154-05
1.000	153-05
0.618	152-17
HIGH	151-17
0.618	150-29
0.500	150-23
0.382	150-17
LOW	149-29
0.618	148-29
1.000	148-09
1.618	147-09
2.618	145-21
4.250	143-00

Fisher Pivots for day following 14-Feb-2017
Pivot	1 day	3 day
R1	150-23	151-05
PP	150-22	150-31
S1	150-21	150-26

Download as Excel Spreadsheet

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

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