ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 24-Jan-2018

Day Change Summary
	Previous	Current
	23-Jan-2018	24-Jan-2018	Change	Change %	Previous Week
Open	148-01	148-10	0-09	0.2%	149-11
High	148-20	148-14	-0-06	-0.1%	150-05
Low	147-28	147-07	-0-21	-0.4%	147-17
Close	148-06	147-14	-0-24	-0.5%	147-31
Range	0-24	1-07	0-15	62.5%	2-20
ATR	0-30	0-30	0-01	2.2%	0-00
Volume	78	839	761	975.6%	1,017

Daily Pivots for day following 24-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	151-11	150-20	148-03
R3	150-04	149-13	147-25
R2	148-29	148-29	147-21
R1	148-06	148-06	147-18	147-30
PP	147-22	147-22	147-22	147-19
S1	146-31	146-31	147-10	146-23
S2	146-15	146-15	147-07
S3	145-08	145-24	147-03
S4	144-01	144-17	146-25

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	156-14	154-26	149-13
R3	153-26	152-06	148-22
R2	151-06	151-06	148-14
R1	149-18	149-18	148-07	149-02
PP	148-18	148-18	148-18	148-10
S1	146-30	146-30	147-23	146-14
S2	145-30	145-30	147-16
S3	143-10	144-10	147-08
S4	140-22	141-22	146-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-25	147-07	1-18	1.1%	0-27	0.6%	14%	False	True	458
10	150-05	147-07	2-30	2.0%	0-28	0.6%	7%	False	True	282
20	151-30	147-07	4-23	3.2%	0-30	0.6%	5%	False	True	159

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	0-08
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	153-20
2.618	151-20
1.618	150-13
1.000	149-21
0.618	149-06
HIGH	148-14
0.618	147-31
0.500	147-27
0.382	147-22
LOW	147-07
0.618	146-15
1.000	146-00
1.618	145-08
2.618	144-01
4.250	142-01

Fisher Pivots for day following 24-Jan-2018
Pivot	1 day	3 day
R1	147-27	147-30
PP	147-22	147-24
S1	147-18	147-19

Download as Excel Spreadsheet

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

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