ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 05-Jan-2017

Day Change Summary
	Previous	Current
	04-Jan-2017	05-Jan-2017	Change	Change %	Previous Week
Open	149-11	150-18	1-07	0.8%	147-08
High	149-21	151-20	1-31	1.3%	149-12
Low	149-02	149-06	0-04	0.1%	147-08
Close	149-11	151-06	1-27	1.2%	149-12
Range	0-19	2-14	1-27	310.5%	2-04
ATR	0-24	0-28	0-04	16.4%	0-00
Volume	14	16	2	14.3%	20

Daily Pivots for day following 05-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-31	157-01	152-17
R3	155-17	154-19	151-27
R2	153-03	153-03	151-20
R1	152-05	152-05	151-13	152-20
PP	150-21	150-21	150-21	150-29
S1	149-23	149-23	150-31	150-06
S2	148-07	148-07	150-24
S3	145-25	147-09	150-17
S4	143-11	144-27	149-27

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	155-01	154-11	150-17
R3	152-29	152-07	149-31
R2	150-25	150-25	149-24
R1	150-03	150-03	149-18	150-14
PP	148-21	148-21	148-21	148-27
S1	147-31	147-31	149-06	148-10
S2	146-17	146-17	149-00
S3	144-13	145-27	148-25
S4	142-09	143-23	148-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-20	148-11	3-09	2.2%	1-00	0.7%	87%	True	False	8
10	151-20	147-08	4-12	2.9%	0-19	0.4%	90%	True	False	5
20	151-20	146-25	4-27	3.2%	0-10	0.2%	91%	True	False	2

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	162-00
2.618	158-00
1.618	155-18
1.000	154-02
0.618	153-04
HIGH	151-20
0.618	150-22
0.500	150-13
0.382	150-04
LOW	149-06
0.618	147-22
1.000	146-24
1.618	145-08
2.618	142-26
4.250	138-26

Fisher Pivots for day following 05-Jan-2017
Pivot	1 day	3 day
R1	150-30	150-25
PP	150-21	150-12
S1	150-13	150-00

Download as Excel Spreadsheet

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

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