ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 13-Jun-2017

Day Change Summary
	Previous	Current
	12-Jun-2017	13-Jun-2017	Change	Change %	Previous Week
Open	154-05	153-30	-0-07	-0.1%	154-31
High	154-21	154-06	-0-15	-0.3%	155-12
Low	153-25	153-18	-0-07	-0.1%	153-19
Close	153-31	154-01	0-02	0.0%	154-07
Range	0-28	0-20	-0-08	-28.6%	1-25
ATR	0-31	0-30	-0-01	-2.6%	0-00
Volume	241,358	222,460	-18,898	-7.8%	1,303,322

Daily Pivots for day following 13-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-26	155-17	154-12
R3	155-06	154-29	154-07
R2	154-18	154-18	154-05
R1	154-09	154-09	154-03	154-14
PP	153-30	153-30	153-30	154-00
S1	153-21	153-21	153-31	153-26
S2	153-10	153-10	153-29
S3	152-22	153-01	153-28
S4	152-02	152-13	153-22

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	155-04	153-18	1-18	1.0%	0-27	0.6%	30%	False	True	252,241
10	155-12	153-01	2-11	1.5%	0-30	0.6%	43%	False	False	258,703
20	155-12	149-22	5-22	3.7%	0-30	0.6%	76%	False	False	190,087
40	155-12	149-00	6-12	4.1%	0-31	0.6%	79%	False	False	95,339
60	155-12	147-27	7-17	4.9%	0-30	0.6%	82%	False	False	63,568

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	156-27
2.618	155-26
1.618	155-06
1.000	154-26
0.618	154-18
HIGH	154-06
0.618	153-30
0.500	153-28
0.382	153-26
LOW	153-18
0.618	153-06
1.000	152-30
1.618	152-18
2.618	151-30
4.250	150-29

Fisher Pivots for day following 13-Jun-2017
Pivot	1 day	3 day
R1	153-31	154-06
PP	153-30	154-04
S1	153-28	154-03

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

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