ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	150-02	150-27	0-25	0.5%	151-06
High	151-05	150-31	-0-06	-0.1%	152-17
Low	149-11	149-09	-0-02	0.0%	148-21
Close	150-24	149-11	-1-13	-0.9%	149-16
Range	1-26	1-22	-0-04	-6.9%	3-28
ATR	1-07	1-08	0-01	2.8%	0-00
Volume	207	123	-84	-40.6%	513

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-30	153-26	150-09
R3	153-08	152-04	149-26
R2	151-18	151-18	149-21
R1	150-14	150-14	149-16	150-05
PP	149-28	149-28	149-28	149-23
S1	148-24	148-24	149-06	148-15
S2	148-06	148-06	149-01
S3	146-16	147-02	148-28
S4	144-26	145-12	148-13

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-27	159-18	151-20
R3	157-31	155-22	150-18
R2	154-03	154-03	150-07
R1	151-26	151-26	149-27	151-01
PP	150-07	150-07	150-07	149-27
S1	147-30	147-30	149-05	147-05
S2	146-11	146-11	148-25
S3	142-15	144-02	148-14
S4	138-19	140-06	147-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-29	148-21	3-08	2.2%	1-18	1.0%	21%	False	False	152
10	152-20	148-21	3-31	2.7%	1-14	1.0%	17%	False	False	155
20	152-20	147-08	5-12	3.6%	1-04	0.8%	39%	False	False	81

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	0-11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158-05
2.618	155-12
1.618	153-22
1.000	152-21
0.618	152-00
HIGH	150-31
0.618	150-10
0.500	150-04
0.382	149-30
LOW	149-09
0.618	148-08
1.000	147-19
1.618	146-18
2.618	144-28
4.250	142-04

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	150-04	149-29
PP	149-28	149-23
S1	149-19	149-17

Download as Excel Spreadsheet

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

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