ECBOT 30 Year Treasury Bond Future December 2017

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

Day Change Summary
	Previous	Current
	26-Jul-2017	27-Jul-2017	Change	Change %	Previous Week
Open	151-10	151-26	0-16	0.3%	151-06
High	152-01	152-04	0-03	0.1%	153-21
Low	151-01	150-28	-0-05	-0.1%	151-05
Close	151-29	151-11	-0-18	-0.4%	153-16
Range	1-00	1-08	0-08	25.0%	2-16
ATR	0-29	0-30	0-01	2.8%	0-00
Volume	197	88	-109	-55.3%	912

Daily Pivots for day following 27-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-06	154-17	152-01
R3	153-30	153-09	151-22
R2	152-22	152-22	151-18
R1	152-01	152-01	151-15	151-24
PP	151-14	151-14	151-14	151-10
S1	150-25	150-25	151-07	150-16
S2	150-06	150-06	151-04
S3	148-30	149-17	151-00
S4	147-22	148-09	150-21

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	150-28	2-25	1.8%	1-02	0.7%	17%	False	True	254
10	153-21	150-27	2-26	1.9%	1-00	0.7%	18%	False	False	209
20	153-27	150-11	3-16	2.3%	1-00	0.7%	29%	False	False	133
40	156-01	150-11	5-22	3.8%	0-20	0.4%	18%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-14
2.618	155-13
1.618	154-05
1.000	153-12
0.618	152-29
HIGH	152-04
0.618	151-21
0.500	151-16
0.382	151-11
LOW	150-28
0.618	150-03
1.000	149-20
1.618	148-27
2.618	147-19
4.250	145-18

Fisher Pivots for day following 27-Jul-2017
Pivot	1 day	3 day
R1	151-16	151-31
PP	151-14	151-24
S1	151-13	151-18

Download as Excel Spreadsheet

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

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