ECBOT 30 Year Treasury Bond Future September 2018

Trading Metrics calculated at close of trading on 05-Sep-2018

Day Change Summary
	Previous	Current
	04-Sep-2018	05-Sep-2018	Change	Change %	Previous Week
Open	144-25	144-00	-0-25	-0.5%	145-28
High	144-30	144-10	-0-20	-0.4%	145-29
Low	143-27	143-21	-0-06	-0.1%	144-08
Close	143-28	143-28	0-00	0.0%	144-31
Range	1-03	0-21	-0-14	-40.0%	1-21
ATR	0-26	0-25	0-00	-1.3%	0-00
Volume	32,672	9,966	-22,706	-69.5%	1,718,680

Daily Pivots for day following 05-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	145-29	145-18	144-08
R3	145-08	144-29	144-02
R2	144-19	144-19	144-00
R1	144-08	144-08	143-30	144-03
PP	143-30	143-30	143-30	143-28
S1	143-19	143-19	143-26	143-14
S2	143-09	143-09	143-24
S3	142-20	142-30	143-22
S4	141-31	142-09	143-16

Weekly Pivots for week ending 31-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	150-00	149-05	145-28
R3	148-11	147-16	145-14
R2	146-22	146-22	145-09
R1	145-27	145-27	145-04	145-14
PP	145-01	145-01	145-01	144-27
S1	144-06	144-06	144-26	143-25
S2	143-12	143-12	144-21
S3	141-23	142-17	144-16
S4	140-02	140-28	144-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-16	143-21	1-27	1.3%	0-23	0.5%	12%	False	True	156,721
10	145-29	143-21	2-08	1.6%	0-23	0.5%	10%	False	True	279,674
20	145-29	142-11	3-18	2.5%	0-24	0.5%	43%	False	False	278,238
40	145-29	141-27	4-02	2.8%	0-26	0.6%	50%	False	False	270,812
60	146-11	141-27	4-16	3.1%	0-26	0.6%	45%	False	False	263,459
80	146-11	139-11	7-00	4.9%	0-29	0.6%	65%	False	False	254,815
100	146-11	139-11	7-00	4.9%	0-29	0.6%	65%	False	False	204,141
120	146-11	139-11	7-00	4.9%	0-28	0.6%	65%	False	False	170,145

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	0-06
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	147-03
2.618	146-01
1.618	145-12
1.000	144-31
0.618	144-23
HIGH	144-10
0.618	144-02
0.500	144-00
0.382	143-29
LOW	143-21
0.618	143-08
1.000	143-00
1.618	142-19
2.618	141-30
4.250	140-28

Fisher Pivots for day following 05-Sep-2018
Pivot	1 day	3 day
R1	144-00	144-19
PP	143-30	144-11
S1	143-29	144-04

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

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