ECBOT 30 Year Treasury Bond Future September 2017

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

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	154-17	154-18	0-01	0.0%	154-31
High	154-21	154-26	0-05	0.1%	155-12
Low	153-28	153-19	-0-09	-0.2%	153-19
Close	154-07	154-07	0-00	0.0%	154-07
Range	0-25	1-07	0-14	56.0%	1-25
ATR	0-31	0-31	0-01	1.9%	0-00
Volume	303,515	238,279	-65,236	-21.5%	1,303,322

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-28	157-08	154-28
R3	156-21	156-01	154-18
R2	155-14	155-14	154-14
R1	154-26	154-26	154-11	154-17
PP	154-07	154-07	154-07	154-02
S1	153-19	153-19	154-03	153-10
S2	153-00	153-00	154-00
S3	151-25	152-12	153-28
S4	150-18	151-05	153-18

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-24	158-24	155-06
R3	157-31	156-31	154-23
R2	156-06	156-06	154-17
R1	155-06	155-06	154-12	154-26
PP	154-13	154-13	154-13	154-06
S1	153-13	153-13	154-02	153-01
S2	152-20	152-20	153-29
S3	150-27	151-20	153-23
S4	149-02	149-27	153-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-12	153-19	1-25	1.2%	0-30	0.6%	35%	False	True	260,664
10	155-12	152-14	2-30	1.9%	0-30	0.6%	61%	False	False	260,136
20	155-12	149-19	5-25	3.7%	0-30	0.6%	80%	False	False	167,052
40	155-12	149-00	6-12	4.1%	0-31	0.6%	82%	False	False	83,746
60	155-12	146-23	8-21	5.6%	0-30	0.6%	87%	False	False	55,838

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	0-05
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	160-00
2.618	158-00
1.618	156-25
1.000	156-01
0.618	155-18
HIGH	154-26
0.618	154-11
0.500	154-07
0.382	154-02
LOW	153-19
0.618	152-27
1.000	152-12
1.618	151-20
2.618	150-13
4.250	148-13

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	154-07	154-12
PP	154-07	154-10
S1	154-07	154-09

Download as Excel Spreadsheet

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

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