ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 31-Jul-2017

Day Change Summary
	Previous	Current
	28-Jul-2017	31-Jul-2017	Change	Change %	Previous Week
Open	151-14	151-31	0-17	0.4%	153-09
High	151-30	152-07	0-09	0.2%	153-17
Low	150-28	151-15	0-19	0.4%	150-28
Close	151-30	151-23	-0-07	-0.1%	151-30
Range	1-02	0-24	-0-10	-29.4%	2-21
ATR	0-30	0-30	0-00	-1.4%	0-00
Volume	130	635	505	388.5%	874

Daily Pivots for day following 31-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-02	153-20	152-04
R3	153-10	152-28	151-30
R2	152-18	152-18	151-27
R1	152-04	152-04	151-25	151-31
PP	151-26	151-26	151-26	151-23
S1	151-12	151-12	151-21	151-07
S2	151-02	151-02	151-19
S3	150-10	150-20	151-16
S4	149-18	149-28	151-10

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-03	158-21	153-13
R3	157-14	156-00	152-21
R2	154-25	154-25	152-14
R1	153-11	153-11	152-06	152-24
PP	152-04	152-04	152-04	151-26
S1	150-22	150-22	151-22	150-02
S2	149-15	149-15	151-14
S3	146-26	148-01	151-07
S4	144-05	145-12	150-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-01	150-28	2-05	1.4%	1-05	0.8%	39%	False	False	260
10	153-21	150-28	2-25	1.8%	0-31	0.6%	30%	False	False	236
20	153-21	150-11	3-10	2.2%	0-31	0.6%	42%	False	False	168
40	156-01	150-11	5-22	3.7%	0-21	0.4%	24%	False	False	92

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0-06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	155-13
2.618	154-06
1.618	153-14
1.000	152-31
0.618	152-22
HIGH	152-07
0.618	151-30
0.500	151-27
0.382	151-24
LOW	151-15
0.618	151-00
1.000	150-23
1.618	150-08
2.618	149-16
4.250	148-09

Fisher Pivots for day following 31-Jul-2017
Pivot	1 day	3 day
R1	151-27	151-21
PP	151-26	151-19
S1	151-24	151-18

Download as Excel Spreadsheet

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

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