ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 17-Jan-2017

Day Change Summary
	Previous	Current
	13-Jan-2017	17-Jan-2017	Change	Change %	Previous Week
Open	151-03	151-06	0-03	0.1%	150-11
High	151-27	152-17	0-22	0.5%	152-20
Low	150-04	150-24	0-20	0.4%	150-04
Close	151-00	152-01	1-01	0.7%	151-00
Range	1-23	1-25	0-02	3.6%	2-16
ATR	1-00	1-02	0-02	5.6%	0-00
Volume	489	80	-409	-83.6%	722

Daily Pivots for day following 17-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-04	156-11	153-00
R3	155-11	154-18	152-17
R2	153-18	153-18	152-11
R1	152-25	152-25	152-06	153-06
PP	151-25	151-25	151-25	151-31
S1	151-00	151-00	151-28	151-13
S2	150-00	150-00	151-23
S3	148-07	149-07	151-17
S4	146-14	147-14	151-02

Weekly Pivots for week ending 13-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-24	157-12	152-12
R3	156-08	154-28	151-22
R2	153-24	153-24	151-15
R1	152-12	152-12	151-07	153-02
PP	151-08	151-08	151-08	151-19
S1	149-28	149-28	150-25	150-18
S2	148-24	148-24	150-17
S3	146-08	147-12	150-10
S4	143-24	144-28	149-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-20	150-04	2-16	1.6%	1-10	0.9%	76%	False	False	159
10	152-20	148-11	4-09	2.8%	1-10	0.9%	86%	False	False	84
20	152-20	146-25	5-27	3.8%	0-24	0.5%	90%	False	False	43

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	0-12
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	160-03
2.618	157-06
1.618	155-13
1.000	154-10
0.618	153-20
HIGH	152-17
0.618	151-27
0.500	151-21
0.382	151-14
LOW	150-24
0.618	149-21
1.000	148-31
1.618	147-28
2.618	146-03
4.250	143-06

Fisher Pivots for day following 17-Jan-2017
Pivot	1 day	3 day
R1	151-29	151-26
PP	151-25	151-19
S1	151-21	151-12

Download as Excel Spreadsheet

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

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