ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	148-18	149-07	0-21	0.4%	150-02
High	149-05	149-15	0-10	0.2%	151-05
Low	148-10	148-22	0-12	0.3%	147-21
Close	149-05	149-01	-0-04	-0.1%	149-05
Range	0-27	0-25	-0-02	-7.4%	3-16
ATR	1-07	1-06	-0-01	-2.6%	0-00
Volume	247	796	549	222.3%	1,437

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	151-13	151-00	149-15
R3	150-20	150-07	149-08
R2	149-27	149-27	149-06
R1	149-14	149-14	149-03	149-08
PP	149-02	149-02	149-02	148-31
S1	148-21	148-21	148-31	148-15
S2	148-09	148-09	148-28
S3	147-16	147-28	148-26
S4	146-23	147-03	148-19

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-26	158-00	151-03
R3	156-10	154-16	150-04
R2	152-26	152-26	149-26
R1	151-00	151-00	149-15	150-05
PP	149-10	149-10	149-10	148-29
S1	147-16	147-16	148-27	146-21
S2	145-26	145-26	148-16
S3	142-10	144-00	148-06
S4	138-26	140-16	147-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-31	147-21	3-10	2.2%	1-06	0.8%	42%	False	False	405
10	152-17	147-21	4-28	3.3%	1-12	0.9%	28%	False	False	274
20	152-20	147-21	4-31	3.3%	1-10	0.9%	28%	False	False	176
40	152-20	146-25	5-27	3.9%	0-22	0.5%	39%	False	False	88

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	True
Stretch	0-09
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	152-25
2.618	151-16
1.618	150-23
1.000	150-08
0.618	149-30
HIGH	149-15
0.618	149-05
0.500	149-03
0.382	149-00
LOW	148-22
0.618	148-07
1.000	147-29
1.618	147-14
2.618	146-21
4.250	145-12

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	149-03	148-28
PP	149-02	148-23
S1	149-02	148-18

Download as Excel Spreadsheet

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

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