ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 18-Apr-2017

Day Change Summary
	Previous	Current
	17-Apr-2017	18-Apr-2017	Change	Change %	Previous Week
Open	152-13	153-00	0-19	0.4%	150-13
High	153-06	154-07	1-01	0.7%	153-01
Low	152-03	152-27	0-24	0.5%	149-29
Close	152-07	153-29	1-22	1.1%	152-24
Range	1-03	1-12	0-09	25.7%	3-04
ATR	1-01	1-03	0-02	6.8%	0-00
Volume	50	109	59	118.0%	215

Daily Pivots for day following 18-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-25	157-07	154-21
R3	156-13	155-27	154-09
R2	155-01	155-01	154-05
R1	154-15	154-15	154-01	154-24
PP	153-21	153-21	153-21	153-26
S1	153-03	153-03	153-25	153-12
S2	152-09	152-09	153-21
S3	150-29	151-23	153-17
S4	149-17	150-11	153-05

Weekly Pivots for week ending 14-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-09	160-04	154-15
R3	158-05	157-00	153-20
R2	155-01	155-01	153-10
R1	153-28	153-28	153-01	154-15
PP	151-29	151-29	151-29	152-06
S1	150-24	150-24	152-15	151-11
S2	148-25	148-25	152-06
S3	145-21	147-20	151-28
S4	142-17	144-16	151-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-07	151-02	3-05	2.1%	1-02	0.7%	90%	True	False	74
10	154-07	149-20	4-19	3.0%	1-02	0.7%	93%	True	False	53
20	154-07	148-00	6-07	4.0%	1-00	0.6%	95%	True	False	32

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	160-02
2.618	157-26
1.618	156-14
1.000	155-19
0.618	155-02
HIGH	154-07
0.618	153-22
0.500	153-17
0.382	153-12
LOW	152-27
0.618	152-00
1.000	151-15
1.618	150-20
2.618	149-08
4.250	147-00

Fisher Pivots for day following 18-Apr-2017
Pivot	1 day	3 day
R1	153-25	153-21
PP	153-21	153-13
S1	153-17	153-05

Download as Excel Spreadsheet

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

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