ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	151-19	152-15	0-28	0.6%	153-09
High	152-26	153-10	0-16	0.3%	153-17
Low	151-00	152-09	1-09	0.8%	150-28
Close	152-25	152-31	0-06	0.1%	151-30
Range	1-26	1-01	-0-25	-43.1%	2-21
ATR	1-00	1-00	0-00	0.3%	0-00
Volume	919	590	-329	-35.8%	874

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-30	155-16	153-17
R3	154-29	154-15	153-08
R2	153-28	153-28	153-05
R1	153-14	153-14	153-02	153-21
PP	152-27	152-27	152-27	152-31
S1	152-13	152-13	152-28	152-20
S2	151-26	151-26	152-25
S3	150-25	151-12	152-22
S4	149-24	150-11	152-13

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	153-10	150-28	2-14	1.6%	1-06	0.8%	86%	True	False	472
10	153-21	150-28	2-25	1.8%	1-03	0.7%	75%	False	False	360
20	153-21	150-11	3-10	2.2%	1-01	0.7%	79%	False	False	241
40	156-01	150-11	5-22	3.7%	0-24	0.5%	46%	False	False	129

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Stretch	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-22
2.618	156-00
1.618	154-31
1.000	154-11
0.618	153-30
HIGH	153-10
0.618	152-29
0.500	152-26
0.382	152-22
LOW	152-09
0.618	151-21
1.000	151-08
1.618	150-20
2.618	149-19
4.250	147-29

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	152-29	152-22
PP	152-27	152-14
S1	152-26	152-05

Download as Excel Spreadsheet

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

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