ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 17-Aug-2017

Day Change Summary
	Previous	Current
	16-Aug-2017	17-Aug-2017	Change	Change %	Previous Week
Open	153-00	153-29	0-29	0.6%	152-24
High	153-30	154-23	0-25	0.5%	154-19
Low	152-10	153-11	1-01	0.7%	152-09
Close	153-26	154-15	0-21	0.4%	154-07
Range	1-20	1-12	-0-08	-15.4%	2-10
ATR	1-03	1-04	0-01	1.9%	0-00
Volume	2,349	20,289	17,940	763.7%	11,232

Daily Pivots for day following 17-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-10	157-24	155-07
R3	156-30	156-12	154-27
R2	155-18	155-18	154-23
R1	155-00	155-00	154-19	155-09
PP	154-06	154-06	154-06	154-10
S1	153-20	153-20	154-11	153-29
S2	152-26	152-26	154-07
S3	151-14	152-08	154-03
S4	150-02	150-28	153-23

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	154-23	152-10	2-13	1.6%	1-07	0.8%	90%	True	False	6,418
10	154-23	152-09	2-14	1.6%	1-04	0.7%	90%	True	False	4,095
20	154-23	150-28	3-27	2.5%	1-04	0.7%	93%	True	False	2,274
40	156-01	150-11	5-22	3.7%	1-01	0.7%	73%	False	False	1,178

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	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	160-18
2.618	158-10
1.618	156-30
1.000	156-03
0.618	155-18
HIGH	154-23
0.618	154-06
0.500	154-01
0.382	153-28
LOW	153-11
0.618	152-16
1.000	151-31
1.618	151-04
2.618	149-24
4.250	147-16

Fisher Pivots for day following 17-Aug-2017
Pivot	1 day	3 day
R1	154-10	154-05
PP	154-06	153-27
S1	154-01	153-17

Download as Excel Spreadsheet

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

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