ECBOT 30 Year Treasury Bond Future September 2017

Trading Metrics calculated at close of trading on 25-Jul-2017

Day Change Summary
	Previous	Current
	24-Jul-2017	25-Jul-2017	Change	Change %	Previous Week
Open	154-20	154-06	-0-14	-0.3%	152-13
High	154-27	154-11	-0-16	-0.3%	154-31
Low	154-05	152-15	-1-22	-1.1%	152-12
Close	154-08	152-20	-1-20	-1.1%	154-25
Range	0-22	1-28	1-06	172.7%	2-19
ATR	0-31	1-01	0-02	6.5%	0-00
Volume	138,863	264,309	125,446	90.3%	971,169

Daily Pivots for day following 25-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-25	157-18	153-21
R3	156-29	155-22	153-04
R2	155-01	155-01	152-31
R1	153-26	153-26	152-26	153-16
PP	153-05	153-05	153-05	152-31
S1	151-30	151-30	152-14	151-20
S2	151-09	151-09	152-09
S3	149-13	150-02	152-04
S4	147-17	148-06	151-19

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	152-15	2-16	1.6%	0-31	0.6%	6%	False	True	197,290
10	154-31	151-28	3-03	2.0%	1-03	0.7%	24%	False	False	217,957
20	157-06	151-18	5-20	3.7%	1-04	0.7%	19%	False	False	251,491
40	157-08	151-18	5-22	3.7%	1-01	0.7%	19%	False	False	254,799
60	157-08	149-00	8-08	5.4%	1-00	0.7%	44%	False	False	185,781
80	157-08	149-00	8-08	5.4%	1-00	0.7%	44%	False	False	139,367
100	157-08	144-24	12-16	8.2%	0-28	0.6%	63%	False	False	111,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	162-10
2.618	159-08
1.618	157-12
1.000	156-07
0.618	155-16
HIGH	154-11
0.618	153-20
0.500	153-13
0.382	153-06
LOW	152-15
0.618	151-10
1.000	150-19
1.618	149-14
2.618	147-18
4.250	144-16

Fisher Pivots for day following 25-Jul-2017
Pivot	1 day	3 day
R1	153-13	153-23
PP	153-05	153-11
S1	152-28	153-00

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

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