ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 21-Feb-2017

Day Change Summary
	Previous	Current
	17-Feb-2017	21-Feb-2017	Change	Change %	Previous Week
Open	150-25	151-14	0-21	0.4%	151-27
High	151-31	151-23	-0-08	-0.2%	151-31
Low	150-18	150-19	0-01	0.0%	149-16
Close	151-08	151-10	0-02	0.0%	151-08
Range	1-13	1-04	-0-09	-20.0%	2-15
ATR	1-13	1-12	-0-01	-1.4%	0-00
Volume	190,378	296,069	105,691	55.5%	1,171,674

Daily Pivots for day following 21-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-19	154-02	151-30
R3	153-15	152-30	151-20
R2	152-11	152-11	151-17
R1	151-26	151-26	151-13	151-17
PP	151-07	151-07	151-07	151-02
S1	150-22	150-22	151-07	150-13
S2	150-03	150-03	151-03
S3	148-31	149-18	151-00
S4	147-27	148-14	150-22

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-10	157-08	152-19
R3	155-27	154-25	151-30
R2	153-12	153-12	151-22
R1	152-10	152-10	151-15	151-20
PP	150-29	150-29	150-29	150-18
S1	149-27	149-27	151-01	149-04
S2	148-14	148-14	150-26
S3	145-31	147-12	150-18
S4	143-16	144-29	149-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-31	149-16	2-15	1.6%	1-11	0.9%	73%	False	False	261,766
10	153-21	149-16	4-05	2.7%	1-11	0.9%	44%	False	False	264,334
20	153-21	148-30	4-23	3.1%	1-10	0.9%	50%	False	False	259,238
40	153-31	148-07	5-24	3.8%	1-11	0.9%	54%	False	False	238,746
60	153-31	147-04	6-27	4.5%	1-15	1.0%	61%	False	False	245,753
80	163-23	147-04	16-19	11.0%	1-18	1.0%	25%	False	False	186,992
100	168-23	147-04	21-19	14.3%	1-15	1.0%	19%	False	False	149,604
120	169-19	147-04	22-15	14.8%	1-09	0.8%	19%	False	False	124,670

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	156-16
2.618	154-21
1.618	153-17
1.000	152-27
0.618	152-13
HIGH	151-23
0.618	151-09
0.500	151-05
0.382	151-01
LOW	150-19
0.618	149-29
1.000	149-15
1.618	148-25
2.618	147-21
4.250	145-26

Fisher Pivots for day following 21-Feb-2017
Pivot	1 day	3 day
R1	151-08	151-06
PP	151-07	151-03
S1	151-05	150-31

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

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