ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 29-Dec-2016

Day Change Summary
	Previous	Current
	28-Dec-2016	29-Dec-2016	Change	Change %	Previous Week
Open	148-00	148-20	0-20	0.4%	148-02
High	148-15	148-25	0-10	0.2%	148-03
Low	148-00	148-20	0-20	0.4%	147-16
Close	148-14	148-20	0-06	0.1%	147-26
Range	0-15	0-05	-0-10	-66.7%	0-19
ATR	0-24	0-23	-0-01	-3.9%	0-00
Volume	10	0	-10	-100.0%	7

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	149-05	149-01	148-23
R3	149-00	148-28	148-21
R2	148-27	148-27	148-21
R1	148-23	148-23	148-20	148-23
PP	148-22	148-22	148-22	148-21
S1	148-18	148-18	148-20	148-17
S2	148-17	148-17	148-19
S3	148-12	148-13	148-19
S4	148-07	148-08	148-17

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	149-19	149-09	148-04
R3	149-00	148-22	147-31
R2	148-13	148-13	147-29
R1	148-03	148-03	147-28	147-31
PP	147-26	147-26	147-26	147-23
S1	147-16	147-16	147-24	147-11
S2	147-07	147-07	147-23
S3	146-20	146-29	147-21
S4	146-01	146-10	147-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-25	147-08	1-17	1.0%	0-05	0.1%	90%	True	False	2
10	148-25	146-25	2-00	1.3%	0-04	0.1%	92%	True	False	1
20	150-10	146-25	3-17	2.4%	0-02	0.0%	52%	False	False

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	0-00
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	149-14
2.618	149-06
1.618	149-01
1.000	148-30
0.618	148-28
HIGH	148-25
0.618	148-23
0.500	148-23
0.382	148-22
LOW	148-20
0.618	148-17
1.000	148-15
1.618	148-12
2.618	148-07
4.250	147-31

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	148-23	148-14
PP	148-22	148-07
S1	148-21	148-01

Download as Excel Spreadsheet

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

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