ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 07-Jun-2017

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	154-14	155-00	0-18	0.4%	152-21
High	155-12	155-04	-0-08	-0.2%	155-07
Low	154-11	154-12	0-01	0.0%	152-14
Close	154-31	154-16	-0-15	-0.3%	154-27
Range	1-01	0-24	-0-09	-27.3%	2-25
ATR	1-00	0-31	-0-01	-1.8%	0-00
Volume	259,554	255,596	-3,958	-1.5%	1,089,428

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-29	156-15	154-29
R3	156-05	155-23	154-23
R2	155-13	155-13	154-20
R1	154-31	154-31	154-18	154-26
PP	154-21	154-21	154-21	154-19
S1	154-07	154-07	154-14	154-02
S2	153-29	153-29	154-12
S3	153-05	153-15	154-09
S4	152-13	152-23	154-03

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	162-16	161-15	156-12
R3	159-23	158-22	155-19
R2	156-30	156-30	155-11
R1	155-29	155-29	155-03	156-14
PP	154-05	154-05	154-05	154-14
S1	153-04	153-04	154-19	153-21
S2	151-12	151-12	154-11
S3	148-19	150-11	154-03
S4	145-26	147-18	153-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-12	153-04	2-08	1.5%	1-00	0.7%	61%	False	False	263,780
10	155-12	151-26	3-18	2.3%	0-29	0.6%	75%	False	False	252,121
20	155-12	149-00	6-12	4.1%	0-30	0.6%	86%	False	False	140,097
40	155-12	149-00	6-12	4.1%	0-31	0.6%	86%	False	False	70,205
60	155-12	145-22	9-22	6.3%	0-29	0.6%	91%	False	False	46,808

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	158-10
2.618	157-03
1.618	156-11
1.000	155-28
0.618	155-19
HIGH	155-04
0.618	154-27
0.500	154-24
0.382	154-21
LOW	154-12
0.618	153-29
1.000	153-20
1.618	153-05
2.618	152-13
4.250	151-06

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	154-24	154-26
PP	154-21	154-23
S1	154-19	154-19

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

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