ECBOT 30 Year Treasury Bond Future September 2017

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

Day Change Summary
	Previous	Current
	26-Apr-2017	27-Apr-2017	Change	Change %	Previous Week
Open	151-01	151-16	0-15	0.3%	152-13
High	151-21	151-25	0-04	0.1%	154-07
Low	150-24	151-02	0-10	0.2%	152-03
Close	151-15	151-17	0-02	0.0%	152-30
Range	0-29	0-23	-0-06	-20.7%	2-04
ATR	1-03	1-02	-0-01	-2.5%	0-00
Volume	42	181	139	331.0%	506

Daily Pivots for day following 27-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	153-20	153-09	151-30
R3	152-29	152-18	151-23
R2	152-06	152-06	151-21
R1	151-27	151-27	151-19	152-01
PP	151-15	151-15	151-15	151-17
S1	151-04	151-04	151-15	151-10
S2	150-24	150-24	151-13
S3	150-01	150-13	151-11
S4	149-10	149-22	151-04

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-15	158-10	154-03
R3	157-11	156-06	153-17
R2	155-07	155-07	153-10
R1	154-02	154-02	153-04	154-21
PP	153-03	153-03	153-03	153-12
S1	151-30	151-30	152-24	152-17
S2	150-31	150-31	152-18
S3	148-27	149-26	152-11
S4	146-23	147-22	151-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-16	150-24	2-24	1.8%	0-31	0.6%	28%	False	False	131
10	154-07	150-24	3-15	2.3%	1-01	0.7%	23%	False	False	113
20	154-07	149-00	5-07	3.4%	1-02	0.7%	49%	False	False	73
40	154-07	144-24	9-15	6.2%	0-22	0.5%	72%	False	False	39

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	154-27
2.618	153-21
1.618	152-30
1.000	152-16
0.618	152-07
HIGH	151-25
0.618	151-16
0.500	151-14
0.382	151-11
LOW	151-02
0.618	150-20
1.000	150-11
1.618	149-29
2.618	149-06
4.250	148-00

Fisher Pivots for day following 27-Apr-2017
Pivot	1 day	3 day
R1	151-16	151-17
PP	151-15	151-17
S1	151-14	151-17

Download as Excel Spreadsheet

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

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