ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 09-May-2017

Day Change Summary
	Previous	Current
	08-May-2017	09-May-2017	Change	Change %	Previous Week
Open	150-20	149-26	-0-26	-0.5%	151-31
High	151-06	150-00	-1-06	-0.8%	152-00
Low	149-27	149-13	-0-14	-0.3%	150-06
Close	150-03	149-17	-0-18	-0.4%	150-19
Range	1-11	0-19	-0-24	-55.8%	1-26
ATR	1-03	1-03	-0-01	-2.7%	0-00
Volume	565	453	-112	-19.8%	2,894

Daily Pivots for day following 09-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	151-14	151-02	149-27
R3	150-27	150-15	149-22
R2	150-08	150-08	149-20
R1	149-28	149-28	149-19	149-25
PP	149-21	149-21	149-21	149-19
S1	149-09	149-09	149-15	149-06
S2	149-02	149-02	149-14
S3	148-15	148-22	149-12
S4	147-28	148-03	149-07

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	149-13	2-19	1.7%	0-28	0.6%	5%	False	True	612
10	152-00	149-13	2-19	1.7%	1-00	0.7%	5%	False	True	519
20	154-07	149-13	4-26	3.2%	1-01	0.7%	3%	False	True	313
40	154-07	145-22	8-17	5.7%	0-28	0.6%	45%	False	False	163

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	152-17
2.618	151-18
1.618	150-31
1.000	150-19
0.618	150-12
HIGH	150-00
0.618	149-25
0.500	149-23
0.382	149-20
LOW	149-13
0.618	149-01
1.000	148-26
1.618	148-14
2.618	147-27
4.250	146-28

Fisher Pivots for day following 09-May-2017
Pivot	1 day	3 day
R1	149-23	150-10
PP	149-21	150-01
S1	149-19	149-25

Download as Excel Spreadsheet

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

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