ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 05-May-2017

Day Change Summary
	Previous	Current
	04-May-2017	05-May-2017	Change	Change %	Previous Week
Open	152-18	151-23	-0-27	-0.6%	152-31
High	152-20	152-08	-0-12	-0.2%	153-07
Low	151-11	151-14	0-03	0.1%	151-11
Close	151-23	151-26	0-03	0.1%	151-26
Range	1-09	0-26	-0-15	-36.6%	1-28
ATR	1-08	1-07	-0-01	-2.5%	0-00
Volume	301,401	235,910	-65,491	-21.7%	1,302,602

Daily Pivots for day following 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-09	153-27	152-08
R3	153-15	153-01	152-01
R2	152-21	152-21	151-31
R1	152-07	152-07	151-28	152-14
PP	151-27	151-27	151-27	151-30
S1	151-13	151-13	151-24	151-20
S2	151-01	151-01	151-21
S3	150-07	150-19	151-19
S4	149-13	149-25	151-12

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-24	156-21	152-27
R3	155-28	154-25	152-10
R2	154-00	154-00	152-05
R1	152-29	152-29	152-00	152-17
PP	152-04	152-04	152-04	151-30
S1	151-01	151-01	151-20	150-21
S2	150-08	150-08	151-15
S3	148-12	149-05	151-10
S4	146-16	147-09	150-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-07	151-11	1-28	1.2%	1-05	0.8%	25%	False	False	260,520
10	153-22	151-11	2-11	1.5%	1-05	0.8%	20%	False	False	250,975
20	155-16	151-03	4-13	2.9%	1-07	0.8%	16%	False	False	244,523
40	155-16	145-26	9-22	6.4%	1-06	0.8%	62%	False	False	244,076
60	155-16	145-26	9-22	6.4%	1-06	0.8%	62%	False	False	219,493
80	155-16	145-26	9-22	6.4%	1-08	0.8%	62%	False	False	164,722
100	155-16	145-26	9-22	6.4%	1-03	0.7%	62%	False	False	131,778

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	155-22
2.618	154-12
1.618	153-18
1.000	153-02
0.618	152-24
HIGH	152-08
0.618	151-30
0.500	151-27
0.382	151-24
LOW	151-14
0.618	150-30
1.000	150-20
1.618	150-04
2.618	149-10
4.250	148-00

Fisher Pivots for day following 05-May-2017
Pivot	1 day	3 day
R1	151-27	152-09
PP	151-27	152-04
S1	151-26	151-31

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

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