ECBOT 30 Year Treasury Bond Future March 2017

Trading Metrics calculated at close of trading on 09-Mar-2017

Day Change Summary
	Previous	Current
	08-Mar-2017	09-Mar-2017	Change	Change %	Previous Week
Open	149-31	149-04	-0-27	-0.6%	153-09
High	150-05	149-05	-1-00	-0.7%	153-11
Low	148-18	147-27	-0-23	-0.5%	149-31
Close	149-05	148-02	-1-03	-0.7%	150-16
Range	1-19	1-10	-0-09	-17.6%	3-12
ATR	1-08	1-09	0-00	0.3%	0-00
Volume	2,240	1,072	-1,168	-52.1%	443,900

Daily Pivots for day following 09-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	152-09	151-16	148-25
R3	150-31	150-06	148-14
R2	149-21	149-21	148-10
R1	148-28	148-28	148-06	148-20
PP	148-11	148-11	148-11	148-07
S1	147-18	147-18	147-30	147-10
S2	147-01	147-01	147-26
S3	145-23	146-08	147-22
S4	144-13	144-30	147-11

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	151-05	147-27	3-10	2.2%	1-02	0.7%	7%	False	True	2,920
10	153-12	147-27	5-17	3.7%	1-05	0.8%	4%	False	True	94,950
20	153-17	147-27	5-22	3.8%	1-06	0.8%	4%	False	True	199,469
40	153-31	147-27	6-04	4.1%	1-11	0.9%	4%	False	True	234,577
60	153-31	147-04	6-27	4.6%	1-11	0.9%	14%	False	False	224,833
80	154-29	147-04	7-25	5.3%	1-14	1.0%	12%	False	False	211,050
100	163-27	147-04	16-23	11.3%	1-15	1.0%	6%	False	False	169,000
120	168-23	147-04	21-19	14.6%	1-12	0.9%	4%	False	False	140,835

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-24
2.618	152-19
1.618	151-09
1.000	150-15
0.618	149-31
HIGH	149-05
0.618	148-21
0.500	148-16
0.382	148-11
LOW	147-27
0.618	147-01
1.000	146-17
1.618	145-23
2.618	144-13
4.250	142-09

Fisher Pivots for day following 09-Mar-2017
Pivot	1 day	3 day
R1	148-16	149-05
PP	148-11	148-25
S1	148-07	148-14

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

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