ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 24-Jul-2017

Day Change Summary
	Previous	Current
	21-Jul-2017	24-Jul-2017	Change	Change %	Previous Week
Open	154-06	154-20	0-14	0.3%	152-13
High	154-31	154-27	-0-04	-0.1%	154-31
Low	154-02	154-05	0-03	0.1%	152-12
Close	154-25	154-08	-0-17	-0.3%	154-25
Range	0-29	0-22	-0-07	-24.1%	2-19
ATR	1-00	0-31	-0-01	-2.2%	0-00
Volume	172,229	138,863	-33,366	-19.4%	971,169

Daily Pivots for day following 24-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-15	156-02	154-20
R3	155-25	155-12	154-14
R2	155-03	155-03	154-12
R1	154-22	154-22	154-10	154-18
PP	154-13	154-13	154-13	154-11
S1	154-00	154-00	154-06	153-28
S2	153-23	153-23	154-04
S3	153-01	153-10	154-02
S4	152-11	152-20	153-28

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-26	160-29	156-07
R3	159-07	158-10	155-16
R2	156-20	156-20	155-08
R1	155-23	155-23	155-01	156-06
PP	154-01	154-01	154-01	154-09
S1	153-04	153-04	154-17	153-19
S2	151-14	151-14	154-10
S3	148-27	150-17	154-02
S4	146-08	147-30	153-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-31	152-20	2-11	1.5%	0-28	0.6%	69%	False	False	188,946
10	154-31	151-20	3-11	2.2%	0-31	0.6%	79%	False	False	214,646
20	157-08	151-18	5-22	3.7%	1-02	0.7%	47%	False	False	248,690
40	157-08	151-18	5-22	3.7%	1-00	0.6%	47%	False	False	253,407
60	157-08	149-00	8-08	5.3%	0-31	0.6%	64%	False	False	181,393
80	157-08	149-00	8-08	5.3%	1-00	0.6%	64%	False	False	136,063
100	157-08	144-24	12-16	8.1%	0-28	0.6%	76%	False	False	108,852

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	157-25
2.618	156-21
1.618	155-31
1.000	155-17
0.618	155-09
HIGH	154-27
0.618	154-19
0.500	154-16
0.382	154-13
LOW	154-05
0.618	153-23
1.000	153-15
1.618	153-01
2.618	152-11
4.250	151-08

Fisher Pivots for day following 24-Jul-2017
Pivot	1 day	3 day
R1	154-16	154-12
PP	154-13	154-11
S1	154-11	154-09

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

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