ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 09-Aug-2017

Day Change Summary
	Previous	Current
	08-Aug-2017	09-Aug-2017	Change	Change %	Previous Week
Open	153-05	152-31	-0-06	-0.1%	151-31
High	153-07	154-00	0-25	0.5%	154-02
Low	152-09	152-31	0-22	0.5%	151-00
Close	152-15	153-15	1-00	0.7%	152-28
Range	0-30	1-01	0-03	10.0%	3-02
ATR	1-00	1-01	0-01	3.7%	0-00
Volume	995	1,453	458	46.0%	3,954

Daily Pivots for day following 09-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-18	156-02	154-01
R3	155-17	155-01	153-24
R2	154-16	154-16	153-21
R1	154-00	154-00	153-18	154-08
PP	153-15	153-15	153-15	153-20
S1	152-31	152-31	153-12	153-07
S2	152-14	152-14	153-09
S3	151-13	151-30	153-06
S4	150-12	150-29	152-29

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-27	160-13	154-18
R3	158-25	157-11	153-23
R2	155-23	155-23	153-14
R1	154-09	154-09	153-05	155-00
PP	152-21	152-21	152-21	153-00
S1	151-07	151-07	152-19	151-30
S2	149-19	149-19	152-10
S3	146-17	148-05	152-01
S4	143-15	145-03	151-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-02	152-09	1-25	1.2%	1-02	0.7%	67%	False	False	911
10	154-02	150-28	3-06	2.1%	1-04	0.7%	81%	False	False	691
20	154-02	150-21	3-13	2.2%	1-02	0.7%	83%	False	False	455
40	156-01	150-11	5-22	3.7%	0-28	0.6%	55%	False	False	243

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	158-12
2.618	156-22
1.618	155-21
1.000	155-01
0.618	154-20
HIGH	154-00
0.618	153-19
0.500	153-16
0.382	153-12
LOW	152-31
0.618	152-11
1.000	151-30
1.618	151-10
2.618	150-09
4.250	148-19

Fisher Pivots for day following 09-Aug-2017
Pivot	1 day	3 day
R1	153-16	153-12
PP	153-15	153-08
S1	153-15	153-05

Download as Excel Spreadsheet

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

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