ECBOT 30 Year Treasury Bond Future December 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	153-09	153-00	-0-09	-0.2%	151-06
High	153-17	153-01	-0-16	-0.3%	153-21
Low	152-29	151-08	-1-21	-1.1%	151-05
Close	152-31	151-11	-1-20	-1.1%	153-16
Range	0-20	1-25	1-05	185.0%	2-16
ATR	0-26	0-29	0-02	8.3%	0-00
Volume	208	251	43	20.7%	912

Daily Pivots for day following 25-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-07	156-02	152-10
R3	155-14	154-09	151-27
R2	153-21	153-21	151-21
R1	152-16	152-16	151-16	152-06
PP	151-28	151-28	151-28	151-23
S1	150-23	150-23	151-06	150-13
S2	150-03	150-03	151-01
S3	148-10	148-30	150-27
S4	146-17	147-05	150-12

Weekly Pivots for week ending 21-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-09	159-12	154-28
R3	157-25	156-28	154-06
R2	155-09	155-09	153-31
R1	154-12	154-12	153-23	154-27
PP	152-25	152-25	152-25	153-00
S1	151-28	151-28	153-09	152-11
S2	150-09	150-09	153-01
S3	147-25	149-12	152-26
S4	145-09	146-28	152-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-21	151-08	2-13	1.6%	0-28	0.6%	4%	False	True	228
10	153-21	150-21	3-00	2.0%	1-01	0.7%	23%	False	False	208
20	155-31	150-11	5-20	3.7%	1-00	0.7%	18%	False	False	120
40	156-01	150-11	5-22	3.8%	0-18	0.4%	18%	False	False	65

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	0-04
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	160-19
2.618	157-22
1.618	155-29
1.000	154-26
0.618	154-04
HIGH	153-01
0.618	152-11
0.500	152-05
0.382	151-30
LOW	151-08
0.618	150-05
1.000	149-15
1.618	148-12
2.618	146-19
4.250	143-22

Fisher Pivots for day following 25-Jul-2017
Pivot	1 day	3 day
R1	152-05	152-15
PP	151-28	152-03
S1	151-20	151-23

Download as Excel Spreadsheet

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

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