ECBOT 30 Year Treasury Bond Future September 2017

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

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	155-04	154-04	-1-00	-0.6%	153-05
High	155-10	154-15	-0-27	-0.5%	155-10
Low	153-22	153-28	0-06	0.1%	152-09
Close	154-03	154-10	0-07	0.1%	154-03
Range	1-20	0-19	-1-01	-63.5%	3-01
ATR	1-05	1-04	-0-01	-3.5%	0-00
Volume	246,375	132,288	-114,087	-46.3%	1,257,708

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-00	155-24	154-20
R3	155-13	155-05	154-15
R2	154-26	154-26	154-13
R1	154-18	154-18	154-12	154-22
PP	154-07	154-07	154-07	154-09
S1	153-31	153-31	154-08	154-03
S2	153-20	153-20	154-07
S3	153-01	153-12	154-05
S4	152-14	152-25	154-00

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	163-00	161-18	155-24
R3	159-31	158-17	154-30
R2	156-30	156-30	154-21
R1	155-16	155-16	154-12	156-07
PP	153-29	153-29	153-29	154-08
S1	152-15	152-15	153-26	153-06
S2	150-28	150-28	153-17
S3	147-27	149-14	153-08
S4	144-26	146-13	152-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-10	152-09	3-01	2.0%	1-09	0.8%	67%	False	False	237,476
10	155-10	152-03	3-07	2.1%	1-08	0.8%	69%	False	False	247,615
20	155-10	151-20	3-22	2.4%	1-04	0.7%	73%	False	False	231,131
40	157-08	151-18	5-22	3.7%	1-02	0.7%	48%	False	False	250,276
60	157-08	149-19	7-21	5.0%	1-01	0.7%	62%	False	False	222,535
80	157-08	149-00	8-08	5.3%	1-01	0.7%	64%	False	False	167,011
100	157-08	146-23	10-17	6.8%	0-31	0.6%	72%	False	False	133,613

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	157-00
2.618	156-01
1.618	155-14
1.000	155-02
0.618	154-27
HIGH	154-15
0.618	154-08
0.500	154-06
0.382	154-03
LOW	153-28
0.618	153-16
1.000	153-09
1.618	152-29
2.618	152-10
4.250	151-11

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	154-09	154-16
PP	154-07	154-14
S1	154-06	154-12

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

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