ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 27-Mar-2017

Day Change Summary
	Previous	Current
	24-Mar-2017	27-Mar-2017	Change	Change %	Previous Week
Open	149-05	150-22	1-17	1.0%	147-27
High	150-00	150-24	0-24	0.5%	150-00
Low	149-05	149-23	0-18	0.4%	147-27
Close	149-28	150-08	0-12	0.3%	149-28
Range	0-27	1-01	0-06	22.2%	2-05
ATR	0-25	0-25	0-01	2.5%	0-00
Volume	2	21	19	950.0%	57

Daily Pivots for day following 27-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	153-11	152-26	150-26
R3	152-10	151-25	150-17
R2	151-09	151-09	150-14
R1	150-24	150-24	150-11	150-16
PP	150-08	150-08	150-08	150-04
S1	149-23	149-23	150-05	149-15
S2	149-07	149-07	150-02
S3	148-06	148-22	149-31
S4	147-05	147-21	149-22

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-23	154-30	151-02
R3	153-18	152-25	150-15
R2	151-13	151-13	150-09
R1	150-20	150-20	150-02	151-00
PP	149-08	149-08	149-08	149-14
S1	148-15	148-15	149-22	148-28
S2	147-03	147-03	149-15
S3	144-30	146-10	149-09
S4	142-25	144-05	148-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-24	148-00	2-24	1.8%	0-23	0.5%	82%	True	False	15
10	150-24	145-22	5-02	3.4%	0-11	0.2%	90%	True	False	7
20	151-21	144-24	6-29	4.6%	0-08	0.2%	80%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	155-04
2.618	153-14
1.618	152-13
1.000	151-25
0.618	151-12
HIGH	150-24
0.618	150-11
0.500	150-08
0.382	150-04
LOW	149-23
0.618	149-03
1.000	148-22
1.618	148-02
2.618	147-01
4.250	145-11

Fisher Pivots for day following 27-Mar-2017
Pivot	1 day	3 day
R1	150-08	150-05
PP	150-08	150-01
S1	150-08	149-30

Download as Excel Spreadsheet

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

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