ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 03-May-2017

Day Change Summary
	Previous	Current
	02-May-2017	03-May-2017	Change	Change %	Previous Week
Open	152-07	153-00	0-25	0.5%	153-02
High	153-03	153-07	0-04	0.1%	153-22
Low	151-26	152-10	0-16	0.3%	151-28
Close	152-24	152-26	0-02	0.0%	152-31
Range	1-09	0-29	-0-12	-29.3%	1-26
ATR	1-08	1-07	-0-01	-2.0%	0-00
Volume	222,493	332,549	110,056	49.5%	1,207,154

Daily Pivots for day following 03-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-16	155-02	153-10
R3	154-19	154-05	153-02
R2	153-22	153-22	152-31
R1	153-08	153-08	152-29	153-01
PP	152-25	152-25	152-25	152-21
S1	152-11	152-11	152-23	152-03
S2	151-28	151-28	152-21
S3	150-31	151-14	152-18
S4	150-02	150-17	152-10

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	153-07	151-21	1-18	1.0%	1-05	0.7%	74%	True	False	253,703
10	154-31	151-21	3-10	2.2%	1-04	0.7%	35%	False	False	238,381
20	155-16	150-27	4-21	3.0%	1-07	0.8%	42%	False	False	242,412
40	155-16	145-26	9-22	6.3%	1-07	0.8%	72%	False	False	246,311
60	155-16	145-26	9-22	6.3%	1-07	0.8%	72%	False	False	210,568
80	155-16	145-26	9-22	6.3%	1-08	0.8%	72%	False	False	158,005
100	155-16	145-26	9-22	6.3%	1-02	0.7%	72%	False	False	126,405

Crabel Price Patterns
NR	True
NR4	True
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	0-10
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	157-02
2.618	155-19
1.618	154-22
1.000	154-04
0.618	153-25
HIGH	153-07
0.618	152-28
0.500	152-25
0.382	152-21
LOW	152-10
0.618	151-24
1.000	151-13
1.618	150-27
2.618	149-30
4.250	148-15

Fisher Pivots for day following 03-May-2017
Pivot	1 day	3 day
R1	152-26	152-22
PP	152-25	152-18
S1	152-25	152-14

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

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