ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 12-Apr-2017

Day Change Summary
	Previous	Current
	11-Apr-2017	12-Apr-2017	Change	Change %	Previous Week
Open	151-22	152-31	1-09	0.8%	150-31
High	153-04	153-29	0-25	0.5%	153-04
Low	151-22	152-22	1-00	0.7%	150-21
Close	152-31	153-00	0-01	0.0%	151-16
Range	1-14	1-07	-0-07	-15.2%	2-15
ATR	1-08	1-08	0-00	-0.1%	0-00
Volume	262,426	266,250	3,824	1.5%	1,382,829

Daily Pivots for day following 12-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-27	156-05	153-21
R3	155-20	154-30	153-11
R2	154-13	154-13	153-07
R1	153-23	153-23	153-04	154-02
PP	153-06	153-06	153-06	153-12
S1	152-16	152-16	152-28	152-27
S2	151-31	151-31	152-25
S3	150-24	151-09	152-21
S4	149-17	150-02	152-11

Weekly Pivots for week ending 07-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-05	157-26	152-27
R3	156-22	155-11	152-06
R2	154-07	154-07	151-30
R1	152-28	152-28	151-23	153-17
PP	151-24	151-24	151-24	152-03
S1	150-13	150-13	151-09	151-03
S2	149-09	149-09	151-02
S3	146-26	147-30	150-26
S4	144-11	145-15	150-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-29	151-03	2-26	1.8%	1-09	0.8%	68%	True	False	256,652
10	153-29	150-05	3-24	2.5%	1-08	0.8%	76%	True	False	256,393
20	153-29	147-14	6-15	4.2%	1-07	0.8%	86%	True	False	244,961
40	153-29	145-26	8-03	5.3%	1-07	0.8%	89%	True	False	233,714
60	153-29	145-26	8-03	5.3%	1-08	0.8%	89%	True	False	156,083
80	153-29	145-26	8-03	5.3%	1-04	0.7%	89%	True	False	117,073

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	159-03
2.618	157-03
1.618	155-28
1.000	155-04
0.618	154-21
HIGH	153-29
0.618	153-14
0.500	153-10
0.382	153-05
LOW	152-22
0.618	151-30
1.000	151-15
1.618	150-23
2.618	149-16
4.250	147-16

Fisher Pivots for day following 12-Apr-2017
Pivot	1 day	3 day
R1	153-10	152-27
PP	153-06	152-21
S1	153-03	152-16

Download as Excel Spreadsheet

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

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