ECBOT 30 Year Treasury Bond Future June 2017

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

Day Change Summary
	Previous	Current
	28-Apr-2017	01-May-2017	Change	Change %	Previous Week
Open	152-23	152-31	0-08	0.2%	153-02
High	153-02	153-06	0-04	0.1%	153-22
Low	151-28	151-21	-0-07	-0.1%	151-28
Close	152-31	152-00	-0-31	-0.6%	152-31
Range	1-06	1-17	0-11	28.9%	1-26
ATR	1-07	1-08	0-01	1.8%	0-00
Volume	278,693	210,249	-68,444	-24.6%	1,207,154

Daily Pivots for day following 01-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-28	155-31	152-27
R3	155-11	154-14	152-13
R2	153-26	153-26	152-09
R1	152-29	152-29	152-04	152-19
PP	152-09	152-09	152-09	152-04
S1	151-12	151-12	151-28	151-02
S2	150-24	150-24	151-23
S3	149-07	149-27	151-19
S4	147-22	148-10	151-05

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-09	157-14	153-31
R3	156-15	155-20	153-15
R2	154-21	154-21	153-10
R1	153-26	153-26	153-04	153-11
PP	152-27	152-27	152-27	152-19
S1	152-00	152-00	152-26	151-17
S2	151-01	151-01	152-20
S3	149-07	150-06	152-15
S4	147-13	148-12	151-31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-17	151-21	1-28	1.2%	1-06	0.8%	18%	False	True	233,521
10	155-16	151-21	3-27	2.5%	1-07	0.8%	9%	False	True	233,994
20	155-16	150-21	4-27	3.2%	1-07	0.8%	28%	False	False	241,085
40	155-16	145-26	9-22	6.4%	1-07	0.8%	64%	False	False	242,114
60	155-16	145-26	9-22	6.4%	1-07	0.8%	64%	False	False	201,336
80	155-16	145-26	9-22	6.4%	1-08	0.8%	64%	False	False	151,068
100	155-16	145-26	9-22	6.4%	1-01	0.7%	64%	False	False	120,855

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	159-22
2.618	157-06
1.618	155-21
1.000	154-23
0.618	154-04
HIGH	153-06
0.618	152-19
0.500	152-14
0.382	152-08
LOW	151-21
0.618	150-23
1.000	150-04
1.618	149-06
2.618	147-21
4.250	145-05

Fisher Pivots for day following 01-May-2017
Pivot	1 day	3 day
R1	152-14	152-14
PP	152-09	152-09
S1	152-05	152-05

Download as Excel Spreadsheet

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

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