ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	155-24	155-29	0-05	0.1%	156-09
High	156-00	156-04	0-04	0.1%	156-21
Low	155-08	154-31	-0-09	-0.2%	154-31
Close	155-18	155-17	-0-01	0.0%	155-17
Range	0-24	1-05	0-13	54.2%	1-22
ATR	0-31	1-00	0-00	1.3%	0-00
Volume	7,827	4,353	-3,474	-44.4%	43,659

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-00	158-14	156-05
R3	157-27	157-09	155-27
R2	156-22	156-22	155-24
R1	156-04	156-04	155-20	155-27
PP	155-17	155-17	155-17	155-13
S1	154-31	154-31	155-14	154-22
S2	154-12	154-12	155-10
S3	153-07	153-26	155-07
S4	152-02	152-21	154-29

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-25	159-27	156-15
R3	159-03	158-05	156-00
R2	157-13	157-13	155-27
R1	156-15	156-15	155-22	156-03
PP	155-23	155-23	155-23	155-17
S1	154-25	154-25	155-12	154-13
S2	154-01	154-01	155-07
S3	152-11	153-03	155-02
S4	150-21	151-13	154-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-21	154-31	1-22	1.1%	0-28	0.6%	33%	False	True	8,731
10	156-21	153-23	2-30	1.9%	0-29	0.6%	62%	False	False	82,693
20	156-21	150-23	5-30	3.8%	0-31	0.6%	81%	False	False	203,143
40	156-21	150-07	6-14	4.1%	1-01	0.7%	83%	False	False	221,123
60	156-21	147-14	9-07	5.9%	1-03	0.7%	88%	False	False	229,069
80	156-21	145-26	10-27	7.0%	1-04	0.7%	90%	False	False	227,418
100	156-21	145-26	10-27	7.0%	1-05	0.7%	90%	False	False	182,099
120	156-21	145-26	10-27	7.0%	1-03	0.7%	90%	False	False	151,756

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	161-01
2.618	159-05
1.618	158-00
1.000	157-09
0.618	156-27
HIGH	156-04
0.618	155-22
0.500	155-18
0.382	155-13
LOW	154-31
0.618	154-08
1.000	153-26
1.618	153-03
2.618	151-30
4.250	150-02

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	155-18	155-23
PP	155-17	155-21
S1	155-17	155-19

Download as Excel Spreadsheet

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

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