ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 02-Feb-2017

Day Change Summary
	Previous	Current
	01-Feb-2017	02-Feb-2017	Change	Change %	Previous Week
Open	149-06	149-18	0-12	0.3%	150-02
High	149-14	150-05	0-23	0.5%	151-05
Low	148-16	149-02	0-18	0.4%	147-21
Close	149-06	149-09	0-03	0.1%	149-05
Range	0-30	1-03	0-05	16.7%	3-16
ATR	1-06	1-06	0-00	-0.6%	0-00
Volume	310	645	335	108.1%	1,437

Daily Pivots for day following 02-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	152-25	152-04	149-28
R3	151-22	151-01	149-19
R2	150-19	150-19	149-15
R1	149-30	149-30	149-12	149-23
PP	149-16	149-16	149-16	149-13
S1	148-27	148-27	149-06	148-20
S2	148-13	148-13	149-03
S3	147-10	147-24	148-31
S4	146-07	146-21	148-22

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	150-05	148-10	1-27	1.2%	1-00	0.7%	53%	True	False	563
10	151-05	147-21	3-16	2.3%	1-08	0.8%	46%	False	False	405
20	152-20	147-21	4-31	3.3%	1-11	0.9%	33%	False	False	263
40	152-20	146-25	5-27	3.9%	0-25	0.5%	43%	False	False	132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	154-26
2.618	153-01
1.618	151-30
1.000	151-08
0.618	150-27
HIGH	150-05
0.618	149-24
0.500	149-20
0.382	149-15
LOW	149-02
0.618	148-12
1.000	147-31
1.618	147-09
2.618	146-06
4.250	144-13

Fisher Pivots for day following 02-Feb-2017
Pivot	1 day	3 day
R1	149-20	149-11
PP	149-16	149-10
S1	149-13	149-10

Download as Excel Spreadsheet

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

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