ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 22-May-2017

Day Change Summary
	Previous	Current
	19-May-2017	22-May-2017	Change	Change %	Previous Week
Open	153-24	153-30	0-06	0.1%	151-16
High	154-05	154-03	-0-02	0.0%	154-13
Low	153-12	153-23	0-11	0.2%	150-30
Close	153-27	153-25	-0-02	0.0%	153-27
Range	0-25	0-12	-0-13	-52.0%	3-15
ATR	1-05	1-03	-0-02	-4.8%	0-00
Volume	245,719	212,949	-32,770	-13.3%	1,500,787

Daily Pivots for day following 22-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-00	154-24	154-00
R3	154-20	154-12	153-28
R2	154-08	154-08	153-27
R1	154-00	154-00	153-26	153-30
PP	153-28	153-28	153-28	153-27
S1	153-20	153-20	153-24	153-18
S2	153-16	153-16	153-23
S3	153-04	153-08	153-22
S4	152-24	152-28	153-18

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	163-15	162-04	155-24
R3	160-00	158-21	154-26
R2	156-17	156-17	154-15
R1	155-06	155-06	154-05	155-28
PP	153-02	153-02	153-02	153-13
S1	151-23	151-23	153-17	152-13
S2	149-19	149-19	153-07
S3	146-04	148-08	152-28
S4	142-21	144-25	151-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-13	150-30	3-15	2.3%	1-05	0.8%	82%	False	False	310,087
10	154-13	150-07	4-06	2.7%	1-00	0.6%	85%	False	False	268,951
20	154-13	150-07	4-06	2.7%	1-02	0.7%	85%	False	False	259,605
40	155-16	150-05	5-11	3.5%	1-05	0.7%	68%	False	False	249,260
60	155-16	145-26	9-22	6.3%	1-05	0.8%	82%	False	False	253,606
80	155-16	145-26	9-22	6.3%	1-06	0.8%	82%	False	False	201,343
100	155-16	145-26	9-22	6.3%	1-06	0.8%	82%	False	False	161,100
120	155-16	145-26	9-22	6.3%	1-00	0.7%	82%	False	False	134,250

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 98 trading days

Fibonacci Retracements and Extensions
4.250	155-22
2.618	155-02
1.618	154-22
1.000	154-15
0.618	154-10
HIGH	154-03
0.618	153-30
0.500	153-29
0.382	153-28
LOW	153-23
0.618	153-16
1.000	153-11
1.618	153-04
2.618	152-24
4.250	152-04

Fisher Pivots for day following 22-May-2017
Pivot	1 day	3 day
R1	153-29	153-26
PP	153-28	153-25
S1	153-26	153-25

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

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