ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 08-May-2017

Day Change Summary
	Previous	Current
	05-May-2017	08-May-2017	Change	Change %	Previous Week
Open	150-27	150-20	-0-07	-0.1%	151-31
High	151-01	151-06	0-05	0.1%	152-00
Low	150-09	149-27	-0-14	-0.3%	150-06
Close	150-19	150-03	-0-16	-0.3%	150-19
Range	0-24	1-11	0-19	79.2%	1-26
ATR	1-03	1-03	0-01	1.7%	0-00
Volume	749	565	-184	-24.6%	2,894

Daily Pivots for day following 08-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-13	153-19	150-27
R3	153-02	152-08	150-15
R2	151-23	151-23	150-11
R1	150-29	150-29	150-07	150-21
PP	150-12	150-12	150-12	150-08
S1	149-18	149-18	149-31	149-10
S2	149-01	149-01	149-27
S3	147-22	148-07	149-23
S4	146-11	146-28	149-11

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	149-27	2-05	1.4%	1-00	0.7%	12%	False	True	654
10	152-09	149-27	2-14	1.6%	1-02	0.7%	10%	False	True	494
20	154-07	149-27	4-12	2.9%	1-01	0.7%	6%	False	True	290
40	154-07	144-24	9-15	6.3%	0-28	0.6%	56%	False	False	152

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	156-29
2.618	154-23
1.618	153-12
1.000	152-17
0.618	152-01
HIGH	151-06
0.618	150-22
0.500	150-17
0.382	150-11
LOW	149-27
0.618	149-00
1.000	148-16
1.618	147-21
2.618	146-10
4.250	144-04

Fisher Pivots for day following 08-May-2017
Pivot	1 day	3 day
R1	150-17	150-17
PP	150-12	150-12
S1	150-08	150-08

Download as Excel Spreadsheet

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

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