ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	154-11	154-04	-0-07	-0.1%	152-24
High	154-19	154-05	-0-14	-0.3%	154-19
Low	153-16	153-20	0-04	0.1%	152-09
Close	154-07	153-29	-0-10	-0.2%	154-07
Range	1-03	0-17	-0-18	-51.4%	2-10
ATR	1-02	1-01	-0-01	-3.1%	0-00
Volume	3,188	3,667	479	15.0%	11,232

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-16	155-07	154-06
R3	154-31	154-22	154-02
R2	154-14	154-14	154-00
R1	154-05	154-05	153-31	154-01
PP	153-29	153-29	153-29	153-27
S1	153-20	153-20	153-27	153-16
S2	153-12	153-12	153-26
S3	152-27	153-03	153-24
S4	152-10	152-18	153-20

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-20	159-24	155-16
R3	158-10	157-14	154-27
R2	156-00	156-00	154-21
R1	155-04	155-04	154-14	155-18
PP	153-22	153-22	153-22	153-30
S1	152-26	152-26	154-00	153-08
S2	151-12	151-12	153-25
S3	149-02	150-16	153-19
S4	146-24	148-06	152-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-19	152-09	2-10	1.5%	0-30	0.6%	70%	False	False	2,920
10	154-19	151-00	3-19	2.3%	1-03	0.7%	81%	False	False	1,821
20	154-19	150-28	3-23	2.4%	1-01	0.7%	82%	False	False	1,029
40	156-01	150-11	5-22	3.7%	0-30	0.6%	63%	False	False	547

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	156-13
2.618	155-18
1.618	155-01
1.000	154-22
0.618	154-16
HIGH	154-05
0.618	153-31
0.500	153-29
0.382	153-26
LOW	153-20
0.618	153-09
1.000	153-03
1.618	152-24
2.618	152-07
4.250	151-12

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	153-29	153-29
PP	153-29	153-28
S1	153-29	153-28

Download as Excel Spreadsheet

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

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