ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 07-Mar-2017

Day Change Summary
	Previous	Current
	06-Mar-2017	07-Mar-2017	Change	Change %	Previous Week
Open	150-15	150-07	-0-08	-0.2%	153-09
High	151-05	150-15	-0-22	-0.5%	153-11
Low	150-03	149-29	-0-06	-0.1%	149-31
Close	150-10	150-03	-0-07	-0.1%	150-16
Range	1-02	0-18	-0-16	-47.1%	3-12
ATR	1-09	1-08	-0-02	-4.0%	0-00
Volume	4,306	1,972	-2,334	-54.2%	443,900

Daily Pivots for day following 07-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	151-27	151-17	150-13
R3	151-09	150-31	150-08
R2	150-23	150-23	150-06
R1	150-13	150-13	150-05	150-09
PP	150-05	150-05	150-05	150-03
S1	149-27	149-27	150-01	149-23
S2	149-19	149-19	150-00
S3	149-01	149-09	149-30
S4	148-15	148-23	149-25

Weekly Pivots for week ending 03-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-13	159-10	152-11
R3	158-01	155-30	151-14
R2	154-21	154-21	151-04
R1	152-18	152-18	150-26	151-30
PP	151-09	151-09	151-09	150-30
S1	149-06	149-06	150-06	148-18
S2	147-29	147-29	149-28
S3	144-17	145-26	149-18
S4	141-05	142-14	148-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-11	149-29	2-14	1.6%	1-01	0.7%	8%	False	True	9,556
10	153-12	149-29	3-15	2.3%	1-03	0.7%	5%	False	True	193,655
20	153-21	149-16	4-05	2.8%	1-07	0.8%	14%	False	False	228,995
40	153-31	148-30	5-01	3.4%	1-10	0.9%	23%	False	False	243,152
60	153-31	147-04	6-27	4.6%	1-12	0.9%	43%	False	False	234,533
80	163-17	147-04	16-13	10.9%	1-17	1.0%	18%	False	False	211,103
100	163-29	147-04	16-25	11.2%	1-15	1.0%	18%	False	False	168,969
120	168-23	147-04	21-19	14.4%	1-12	0.9%	14%	False	False	140,808

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 81 trading days

Fibonacci Retracements and Extensions
4.250	152-28
2.618	151-30
1.618	151-12
1.000	151-01
0.618	150-26
HIGH	150-15
0.618	150-08
0.500	150-06
0.382	150-04
LOW	149-29
0.618	149-18
1.000	149-11
1.618	149-00
2.618	148-14
4.250	147-17

Fisher Pivots for day following 07-Mar-2017
Pivot	1 day	3 day
R1	150-06	150-17
PP	150-05	150-12
S1	150-04	150-08

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

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