ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 16-Feb-2017

Day Change Summary
	Previous	Current
	15-Feb-2017	16-Feb-2017	Change	Change %	Previous Week
Open	150-24	150-03	-0-21	-0.4%	150-13
High	150-25	151-06	0-13	0.3%	153-21
Low	149-16	149-31	0-15	0.3%	150-10
Close	149-30	150-26	0-28	0.6%	151-29
Range	1-09	1-07	-0-02	-4.9%	3-11
ATR	1-13	1-13	0-00	-0.8%	0-00
Volume	277,269	271,417	-5,852	-2.1%	1,426,930

Daily Pivots for day following 16-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-10	153-25	151-15
R3	153-03	152-18	151-05
R2	151-28	151-28	151-01
R1	151-11	151-11	150-30	151-19
PP	150-21	150-21	150-21	150-25
S1	150-04	150-04	150-22	150-13
S2	149-14	149-14	150-19
S3	148-07	148-29	150-15
S4	147-00	147-22	150-05

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	152-12	149-16	2-28	1.9%	1-07	0.8%	46%	False	False	252,743
10	153-21	149-16	4-05	2.8%	1-12	0.9%	32%	False	False	271,895
20	153-21	148-30	4-23	3.1%	1-11	0.9%	40%	False	False	261,854
40	153-31	148-01	5-30	3.9%	1-11	0.9%	47%	False	False	233,882
60	153-31	147-04	6-27	4.5%	1-15	1.0%	54%	False	False	240,511
80	163-27	147-04	16-23	11.1%	1-18	1.0%	22%	False	False	180,916
100	168-23	147-04	21-19	14.3%	1-15	1.0%	17%	False	False	144,739

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	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	156-12
2.618	154-12
1.618	153-05
1.000	152-13
0.618	151-30
HIGH	151-06
0.618	150-23
0.500	150-19
0.382	150-14
LOW	149-31
0.618	149-07
1.000	148-24
1.618	148-00
2.618	146-25
4.250	144-25

Fisher Pivots for day following 16-Feb-2017
Pivot	1 day	3 day
R1	150-24	150-23
PP	150-21	150-20
S1	150-19	150-17

Download as Excel Spreadsheet

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

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