ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 21-Feb-2017

Day Change Summary
	Previous	Current
	17-Feb-2017	21-Feb-2017	Change	Change %	Previous Week
Open	149-18	150-08	0-22	0.5%	150-15
High	150-23	150-14	-0-09	-0.2%	150-23
Low	149-10	149-12	0-02	0.0%	148-09
Close	150-00	150-02	0-02	0.0%	150-00
Range	1-13	1-02	-0-11	-24.4%	2-14
ATR	1-09	1-08	0-00	-1.2%	0-00
Volume	6,531	57,806	51,275	785.1%	21,489

Daily Pivots for day following 21-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	153-05	152-21	150-21
R3	152-03	151-19	150-11
R2	151-01	151-01	150-08
R1	150-17	150-17	150-05	150-08
PP	149-31	149-31	149-31	149-26
S1	149-15	149-15	149-31	149-06
S2	148-29	148-29	149-28
S3	147-27	148-13	149-25
S4	146-25	147-11	149-15

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-31	155-30	151-11
R3	154-17	153-16	150-21
R2	152-03	152-03	150-14
R1	151-02	151-02	150-07	150-12
PP	149-21	149-21	149-21	149-10
S1	148-20	148-20	149-25	147-30
S2	147-07	147-07	149-18
S3	144-25	146-06	149-11
S4	142-11	143-24	148-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-23	148-09	2-14	1.6%	1-09	0.9%	73%	False	False	15,524
10	152-12	148-09	4-03	2.7%	1-09	0.9%	44%	False	False	8,538
20	152-12	147-21	4-23	3.1%	1-08	0.8%	51%	False	False	4,514
40	152-20	147-08	5-12	3.6%	1-05	0.8%	52%	False	False	2,295

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	154-30
2.618	153-07
1.618	152-05
1.000	151-16
0.618	151-03
HIGH	150-14
0.618	150-01
0.500	149-29
0.382	149-25
LOW	149-12
0.618	148-23
1.000	148-10
1.618	147-21
2.618	146-19
4.250	144-28

Fisher Pivots for day following 21-Feb-2017
Pivot	1 day	3 day
R1	150-00	149-31
PP	149-31	149-27
S1	149-29	149-24

Download as Excel Spreadsheet

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

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