ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 16-Aug-2017

Day Change Summary
	Previous	Current
	15-Aug-2017	16-Aug-2017	Change	Change %	Previous Week
Open	153-28	153-00	-0-28	-0.6%	152-24
High	153-30	153-30	0-00	0.0%	154-19
Low	152-17	152-10	-0-07	-0.1%	152-09
Close	153-06	153-26	0-20	0.4%	154-07
Range	1-13	1-20	0-07	15.6%	2-10
ATR	1-02	1-03	0-01	3.9%	0-00
Volume	2,598	2,349	-249	-9.6%	11,232

Daily Pivots for day following 16-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-07	157-21	154-23
R3	156-19	156-01	154-08
R2	154-31	154-31	154-04
R1	154-13	154-13	153-31	154-22
PP	153-11	153-11	153-11	153-16
S1	152-25	152-25	153-21	153-02
S2	151-23	151-23	153-16
S3	150-03	151-05	153-12
S4	148-15	149-17	152-29

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	152-10	2-09	1.5%	1-05	0.8%	66%	False	True	3,420
10	154-19	152-09	2-10	1.5%	1-04	0.7%	66%	False	False	2,165
20	154-19	150-28	3-23	2.4%	1-03	0.7%	79%	False	False	1,262
40	156-01	150-11	5-22	3.7%	1-00	0.7%	61%	False	False	671

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	160-27
2.618	158-06
1.618	156-18
1.000	155-18
0.618	154-30
HIGH	153-30
0.618	153-10
0.500	153-04
0.382	152-30
LOW	152-10
0.618	151-10
1.000	150-22
1.618	149-22
2.618	148-02
4.250	145-13

Fisher Pivots for day following 16-Aug-2017
Pivot	1 day	3 day
R1	153-19	153-20
PP	153-11	153-14
S1	153-04	153-08

Download as Excel Spreadsheet

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

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