ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 05-May-2017

Day Change Summary
	Previous	Current
	04-May-2017	05-May-2017	Change	Change %	Previous Week
Open	151-03	150-27	-0-08	-0.2%	151-31
High	151-03	151-01	-0-02	0.0%	152-00
Low	150-06	150-09	0-03	0.1%	150-06
Close	150-17	150-19	0-02	0.0%	150-19
Range	0-29	0-24	-0-05	-17.2%	1-26
ATR	1-04	1-03	-0-01	-2.3%	0-00
Volume	689	749	60	8.7%	2,894

Daily Pivots for day following 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	152-28	152-16	151-00
R3	152-04	151-24	150-26
R2	151-12	151-12	150-23
R1	151-00	151-00	150-21	150-26
PP	150-20	150-20	150-20	150-18
S1	150-08	150-08	150-17	150-02
S2	149-28	149-28	150-15
S3	149-04	149-16	150-12
S4	148-12	148-24	150-06

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-12	155-09	151-19
R3	154-18	153-15	151-03
R2	152-24	152-24	150-30
R1	151-21	151-21	150-24	151-10
PP	150-30	150-30	150-30	150-24
S1	149-27	149-27	150-14	149-16
S2	149-04	149-04	150-08
S3	147-10	148-01	150-03
S4	145-16	146-07	149-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-00	150-06	1-26	1.2%	1-01	0.7%	22%	False	False	578
10	152-15	150-06	2-09	1.5%	1-01	0.7%	18%	False	False	452
20	154-07	149-29	4-10	2.9%	1-02	0.7%	16%	False	False	264
40	154-07	144-24	9-15	6.3%	0-27	0.6%	62%	False	False	137

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

Fibonacci Retracements and Extensions
4.250	154-07
2.618	153-00
1.618	152-08
1.000	151-25
0.618	151-16
HIGH	151-01
0.618	150-24
0.500	150-21
0.382	150-18
LOW	150-09
0.618	149-26
1.000	149-17
1.618	149-02
2.618	148-10
4.250	147-03

Fisher Pivots for day following 05-May-2017
Pivot	1 day	3 day
R1	150-21	151-03
PP	150-20	150-30
S1	150-20	150-24

Download as Excel Spreadsheet

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

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