ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 02-May-2017

Day Change Summary
	Previous	Current
	01-May-2017	02-May-2017	Change	Change %	Previous Week
Open	151-31	150-28	-1-03	-0.7%	152-01
High	152-00	151-27	-0-05	-0.1%	152-15
Low	150-16	150-22	0-06	0.1%	150-23
Close	150-26	151-18	0-24	0.5%	151-25
Range	1-16	1-05	-0-11	-22.9%	1-24
ATR	1-03	1-04	0-00	0.3%	0-00
Volume	185	667	482	260.5%	1,632

Daily Pivots for day following 02-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-27	154-11	152-06
R3	153-22	153-06	151-28
R2	152-17	152-17	151-25
R1	152-01	152-01	151-21	152-09
PP	151-12	151-12	151-12	151-16
S1	150-28	150-28	151-15	151-04
S2	150-07	150-07	151-11
S3	149-02	149-23	151-08
S4	147-29	148-18	150-30

Weekly Pivots for week ending 28-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-29	156-03	152-24
R3	155-05	154-11	152-08
R2	153-13	153-13	152-03
R1	152-19	152-19	151-30	152-04
PP	151-21	151-21	151-21	151-14
S1	150-27	150-27	151-20	150-12
S2	149-29	149-29	151-15
S3	148-05	149-03	151-10
S4	146-13	147-11	150-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-00	150-16	1-16	1.0%	1-03	0.7%	71%	False	False	426
10	154-00	150-16	3-16	2.3%	1-02	0.7%	30%	False	False	283
20	154-07	149-20	4-19	3.0%	1-02	0.7%	42%	False	False	168
40	154-07	144-24	9-15	6.2%	0-25	0.5%	72%	False	False	86

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

Fibonacci Retracements and Extensions
4.250	156-24
2.618	154-28
1.618	153-23
1.000	153-00
0.618	152-18
HIGH	151-27
0.618	151-13
0.500	151-09
0.382	151-04
LOW	150-22
0.618	149-31
1.000	149-17
1.618	148-26
2.618	147-21
4.250	145-25

Fisher Pivots for day following 02-May-2017
Pivot	1 day	3 day
R1	151-15	151-15
PP	151-12	151-11
S1	151-09	151-08

Download as Excel Spreadsheet

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

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