ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 27-Jun-2017

Day Change Summary
	Previous	Current
	26-Jun-2017	27-Jun-2017	Change	Change %	Previous Week
Open	155-11	155-21	0-10	0.2%	154-23
High	156-01	155-31	-0-02	0.0%	155-17
Low	155-05	154-02	-1-03	-0.7%	154-19
Close	155-23	154-16	-1-07	-0.8%	155-14
Range	0-28	1-29	1-01	117.9%	0-30
ATR	0-15	0-19	0-03	21.4%	0-00
Volume	88	15	-73	-83.0%	141

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-18	159-14	155-18
R3	158-21	157-17	155-01
R2	156-24	156-24	154-27
R1	155-20	155-20	154-22	155-08
PP	154-27	154-27	154-27	154-21
S1	153-23	153-23	154-10	153-10
S2	152-30	152-30	154-05
S3	151-01	151-26	153-31
S4	149-04	149-29	153-14

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-00	157-21	155-30
R3	157-02	156-23	155-22
R2	156-04	156-04	155-20
R1	155-25	155-25	155-17	155-31
PP	155-06	155-06	155-06	155-09
S1	154-27	154-27	155-11	155-01
S2	154-08	154-08	155-08
S3	153-10	153-29	155-06
S4	152-12	152-31	154-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-01	154-02	1-31	1.3%	0-27	0.5%	22%	False	True	48
10	156-01	154-02	1-31	1.3%	0-14	0.3%	22%	False	True	24
20	156-01	152-26	3-07	2.1%	0-07	0.1%	52%	False	False	12

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	0-02
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	164-02
2.618	160-31
1.618	159-02
1.000	157-28
0.618	157-05
HIGH	155-31
0.618	155-08
0.500	155-01
0.382	154-25
LOW	154-02
0.618	152-28
1.000	152-05
1.618	150-31
2.618	149-02
4.250	145-31

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	155-01	155-02
PP	154-27	154-28
S1	154-22	154-22

Download as Excel Spreadsheet

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

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