ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	150-23	150-25	0-02	0.0%	152-01
High	151-01	151-26	0-25	0.5%	152-23
Low	150-13	150-24	0-11	0.2%	150-11
Close	150-26	151-17	0-23	0.5%	150-13
Range	0-20	1-02	0-14	70.0%	2-12
ATR	0-24	0-24	0-01	3.2%	0-00
Volume	33	91	58	175.8%	193

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-18	154-03	152-04
R3	153-16	153-01	151-26
R2	152-14	152-14	151-23
R1	151-31	151-31	151-20	152-07
PP	151-12	151-12	151-12	151-15
S1	150-29	150-29	151-14	151-05
S2	150-10	150-10	151-11
S3	149-08	149-27	151-08
S4	148-06	148-25	150-30

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-09	156-23	151-23
R3	155-29	154-11	151-02
R2	153-17	153-17	150-27
R1	151-31	151-31	150-20	151-18
PP	151-05	151-05	151-05	150-31
S1	149-19	149-19	150-06	149-06
S2	148-25	148-25	149-31
S3	146-13	147-07	149-24
S4	144-01	144-27	149-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-07	150-11	1-28	1.2%	0-28	0.6%	63%	False	False	57
10	154-08	150-11	3-29	2.6%	0-29	0.6%	30%	False	False	40
20	156-01	150-11	5-22	3.8%	0-21	0.4%	21%	False	False	32

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

Fibonacci Retracements and Extensions
4.250	156-10
2.618	154-19
1.618	153-17
1.000	152-28
0.618	152-15
HIGH	151-26
0.618	151-13
0.500	151-09
0.382	151-05
LOW	150-24
0.618	150-03
1.000	149-22
1.618	149-01
2.618	147-31
4.250	146-08

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	151-14	151-13
PP	151-12	151-08
S1	151-09	151-04

Download as Excel Spreadsheet

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

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