ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 26-Jan-2017

Day Change Summary
	Previous	Current
	25-Jan-2017	26-Jan-2017	Change	Change %	Previous Week
Open	149-04	148-01	-1-03	-0.7%	151-06
High	149-23	148-21	-1-02	-0.7%	152-17
Low	148-01	147-21	-0-12	-0.3%	148-21
Close	148-07	148-18	0-11	0.2%	149-16
Range	1-22	1-00	-0-22	-40.7%	3-28
ATR	1-09	1-08	-0-01	-1.5%	0-00
Volume	321	539	218	67.9%	513

Daily Pivots for day following 26-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	151-09	150-30	149-04
R3	150-09	149-30	148-27
R2	149-09	149-09	148-24
R1	148-30	148-30	148-21	149-04
PP	148-09	148-09	148-09	148-12
S1	147-30	147-30	148-15	148-04
S2	147-09	147-09	148-12
S3	146-09	146-30	148-09
S4	145-09	145-30	148-00

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	151-05	147-21	3-16	2.4%	1-15	1.0%	26%	False	True	246
10	152-20	147-21	4-31	3.3%	1-17	1.0%	18%	False	True	233
20	152-20	147-21	4-31	3.3%	1-08	0.8%	18%	False	True	124
40	152-20	146-25	5-27	3.9%	0-21	0.4%	30%	False	False	62

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-12
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	152-29
2.618	151-09
1.618	150-09
1.000	149-21
0.618	149-09
HIGH	148-21
0.618	148-09
0.500	148-05
0.382	148-01
LOW	147-21
0.618	147-01
1.000	146-21
1.618	146-01
2.618	145-01
4.250	143-13

Fisher Pivots for day following 26-Jan-2017
Pivot	1 day	3 day
R1	148-14	149-10
PP	148-09	149-02
S1	148-05	148-26

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

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