ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 01-Mar-2017

Day Change Summary
	Previous	Current
	28-Feb-2017	01-Mar-2017	Change	Change %	Previous Week
Open	151-14	151-05	-0-09	-0.2%	150-08
High	152-03	151-06	-0-29	-0.6%	152-04
Low	151-02	149-07	-1-27	-1.2%	149-12
Close	151-21	149-14	-2-07	-1.5%	151-31
Range	1-01	1-31	0-30	90.9%	2-24
ATR	1-07	1-10	0-03	7.1%	0-00
Volume	346,406	378,329	31,923	9.2%	859,624

Daily Pivots for day following 01-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-27	154-20	150-17
R3	153-28	152-21	149-31
R2	151-29	151-29	149-26
R1	150-22	150-22	149-20	150-10
PP	149-30	149-30	149-30	149-25
S1	148-23	148-23	149-08	148-11
S2	147-31	147-31	149-02
S3	146-00	146-24	148-29
S4	144-01	144-25	148-11

Weekly Pivots for week ending 24-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-13	158-14	153-15
R3	156-21	155-22	152-23
R2	153-29	153-29	152-15
R1	152-30	152-30	152-07	153-14
PP	151-05	151-05	151-05	151-13
S1	150-06	150-06	151-23	150-22
S2	148-13	148-13	151-15
S3	145-21	147-14	151-07
S4	142-29	144-22	150-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-04	149-07	2-29	1.9%	1-08	0.8%	8%	False	True	319,074
10	152-04	148-09	3-27	2.6%	1-08	0.8%	30%	False	False	186,588
20	152-12	148-09	4-03	2.7%	1-08	0.8%	28%	False	False	93,940
40	152-20	147-21	4-31	3.3%	1-09	0.9%	36%	False	False	47,078
60	152-20	146-25	5-27	3.9%	0-29	0.6%	45%	False	False	31,386

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	0-07
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	159-18
2.618	156-11
1.618	154-12
1.000	153-05
0.618	152-13
HIGH	151-06
0.618	150-14
0.500	150-07
0.382	149-31
LOW	149-07
0.618	148-00
1.000	147-08
1.618	146-01
2.618	144-02
4.250	140-27

Fisher Pivots for day following 01-Mar-2017
Pivot	1 day	3 day
R1	150-07	150-22
PP	149-30	150-08
S1	149-22	149-27

Download as Excel Spreadsheet

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

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