ECBOT 30 Year Treasury Bond Future June 2017

Trading Metrics calculated at close of trading on 21-Jun-2017

Day Change Summary
	Previous	Current
	20-Jun-2017	21-Jun-2017	Change	Change %	Previous Week
Open	156-22	157-16	0-26	0.5%	155-18
High	157-23	157-28	0-05	0.1%	157-13
Low	156-18	157-05	0-19	0.4%	154-29
Close	157-20	157-19	-0-01	0.0%	156-28
Range	1-05	0-23	-0-14	-37.8%	2-16
ATR	1-00	0-31	-0-01	-1.9%	0-00
Volume	553	287	-266	-48.1%	14,638

Daily Pivots for day following 21-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-22	159-12	158-00
R3	158-31	158-21	157-25
R2	158-08	158-08	157-23
R1	157-30	157-30	157-21	158-03
PP	157-17	157-17	157-17	157-20
S1	157-07	157-07	157-17	157-12
S2	156-26	156-26	157-15
S3	156-03	156-16	157-13
S4	155-12	155-25	157-06

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	163-29	162-28	158-08
R3	161-13	160-12	157-18
R2	158-29	158-29	157-11
R1	157-28	157-28	157-03	158-13
PP	156-13	156-13	156-13	156-21
S1	155-12	155-12	156-21	155-29
S2	153-29	153-29	156-13
S3	151-13	152-28	156-06
S4	148-29	150-12	155-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-28	156-15	1-13	0.9%	0-26	0.5%	80%	True	False	1,739
10	157-28	154-29	2-31	1.9%	0-30	0.6%	91%	True	False	3,228
20	157-28	153-03	4-25	3.0%	0-29	0.6%	94%	True	False	84,468
40	157-28	150-07	7-21	4.9%	0-31	0.6%	96%	True	False	177,993
60	157-28	150-05	7-23	4.9%	1-02	0.7%	96%	True	False	198,094
80	157-28	145-26	12-02	7.7%	1-03	0.7%	98%	True	False	213,405
100	157-28	145-26	12-02	7.7%	1-04	0.7%	98%	True	False	182,281
120	157-28	145-26	12-02	7.7%	1-05	0.7%	98%	True	False	151,924

Crabel Price Patterns
NR	True
NR4	False
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	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	160-30
2.618	159-24
1.618	159-01
1.000	158-19
0.618	158-10
HIGH	157-28
0.618	157-19
0.500	157-17
0.382	157-14
LOW	157-05
0.618	156-23
1.000	156-14
1.618	156-00
2.618	155-09
4.250	154-03

Fisher Pivots for day following 21-Jun-2017
Pivot	1 day	3 day
R1	157-18	157-15
PP	157-17	157-11
S1	157-17	157-07

Download as Excel Spreadsheet

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

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