ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	149-05	150-11	1-06	0.8%	149-07
High	150-12	151-07	0-27	0.6%	150-05
Low	149-05	149-18	0-13	0.3%	148-16
Close	150-08	150-29	0-21	0.4%	148-24
Range	1-07	1-21	0-14	35.9%	1-21
ATR	1-08	1-08	0-01	2.4%	0-00
Volume	596	830	234	39.3%	3,082

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-17	154-28	151-26
R3	153-28	153-07	151-12
R2	152-07	152-07	151-07
R1	151-18	151-18	151-02	151-29
PP	150-18	150-18	150-18	150-23
S1	149-29	149-29	150-24	150-08
S2	148-29	148-29	150-19
S3	147-08	148-08	150-14
S4	145-19	146-19	150-00

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-03	153-03	149-21
R3	152-14	151-14	149-07
R2	150-25	150-25	149-02
R1	149-25	149-25	148-29	149-15
PP	149-04	149-04	149-04	148-31
S1	148-04	148-04	148-19	147-25
S2	147-15	147-15	148-14
S3	145-26	146-15	148-09
S4	144-05	144-26	147-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-07	148-16	2-23	1.8%	1-08	0.8%	89%	True	False	578
10	151-07	147-21	3-18	2.4%	1-06	0.8%	91%	True	False	561
20	152-20	147-21	4-31	3.3%	1-10	0.9%	65%	False	False	358
40	152-20	146-25	5-27	3.9%	0-28	0.6%	71%	False	False	181

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	0-13
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	158-08
2.618	155-18
1.618	153-29
1.000	152-28
0.618	152-08
HIGH	151-07
0.618	150-19
0.500	150-13
0.382	150-06
LOW	149-18
0.618	148-17
1.000	147-29
1.618	146-28
2.618	145-07
4.250	142-17

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	150-24	150-18
PP	150-18	150-08
S1	150-13	149-29

Download as Excel Spreadsheet

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

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