ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 10-Aug-2017

Day Change Summary
	Previous	Current
	09-Aug-2017	10-Aug-2017	Change	Change %	Previous Week
Open	152-31	153-12	0-13	0.3%	151-31
High	154-00	154-09	0-09	0.2%	154-02
Low	152-31	153-05	0-06	0.1%	151-00
Close	153-15	154-03	0-20	0.4%	152-28
Range	1-01	1-04	0-03	9.1%	3-02
ATR	1-01	1-02	0-00	0.5%	0-00
Volume	1,453	5,298	3,845	264.6%	3,954

Daily Pivots for day following 10-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-07	156-25	154-23
R3	156-03	155-21	154-13
R2	154-31	154-31	154-10
R1	154-17	154-17	154-06	154-24
PP	153-27	153-27	153-27	153-31
S1	153-13	153-13	154-00	153-20
S2	152-23	152-23	153-28
S3	151-19	152-09	153-25
S4	150-15	151-05	153-15

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	154-09	152-09	2-00	1.3%	1-01	0.7%	91%	True	False	1,773
10	154-09	150-28	3-13	2.2%	1-04	0.7%	94%	True	False	1,212
20	154-09	150-27	3-14	2.2%	1-02	0.7%	95%	True	False	711
40	156-01	150-11	5-22	3.7%	0-29	0.6%	66%	False	False	376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	159-02
2.618	157-07
1.618	156-03
1.000	155-13
0.618	154-31
HIGH	154-09
0.618	153-27
0.500	153-23
0.382	153-19
LOW	153-05
0.618	152-15
1.000	152-01
1.618	151-11
2.618	150-07
4.250	148-12

Fisher Pivots for day following 10-Aug-2017
Pivot	1 day	3 day
R1	153-31	153-26
PP	153-27	153-18
S1	153-23	153-09

Download as Excel Spreadsheet

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

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