ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 22-Sep-2017

Day Change Summary
	Previous	Current
	21-Sep-2017	22-Sep-2017	Change	Change %	Previous Week
Open	153-29	153-30	0-01	0.0%	154-28
High	154-17	154-19	0-02	0.0%	155-01
Low	153-21	153-29	0-08	0.2%	153-16
Close	153-28	154-03	0-07	0.1%	154-03
Range	0-28	0-22	-0-06	-21.4%	1-17
ATR	1-01	1-00	-0-01	-2.1%	0-00
Volume	248,904	230,687	-18,217	-7.3%	1,149,499

Daily Pivots for day following 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-08	155-28	154-15
R3	155-18	155-06	154-09
R2	154-28	154-28	154-07
R1	154-16	154-16	154-05	154-22
PP	154-06	154-06	154-06	154-10
S1	153-26	153-26	154-01	154-00
S2	153-16	153-16	153-31
S3	152-26	153-04	153-29
S4	152-04	152-14	153-23

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-26	157-31	154-30
R3	157-09	156-14	154-16
R2	155-24	155-24	154-12
R1	154-29	154-29	154-07	154-18
PP	154-07	154-07	154-07	154-01
S1	153-12	153-12	153-31	153-01
S2	152-22	152-22	153-26
S3	151-05	151-27	153-22
S4	149-20	150-10	153-08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-01	153-16	1-17	1.0%	0-26	0.5%	39%	False	False	229,899
10	156-29	153-16	3-13	2.2%	0-28	0.6%	17%	False	False	232,506
20	158-09	153-16	4-25	3.1%	1-01	0.7%	12%	False	False	252,556
40	158-09	150-28	7-13	4.8%	1-01	0.7%	43%	False	False	134,733
60	158-09	150-11	7-30	5.2%	1-01	0.7%	47%	False	False	89,866
80	158-09	150-11	7-30	5.2%	0-26	0.5%	47%	False	False	67,403

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	157-17
2.618	156-13
1.618	155-23
1.000	155-09
0.618	155-01
HIGH	154-19
0.618	154-11
0.500	154-08
0.382	154-05
LOW	153-29
0.618	153-15
1.000	153-07
1.618	152-25
2.618	152-03
4.250	151-00

Fisher Pivots for day following 22-Sep-2017
Pivot	1 day	3 day
R1	154-08	154-03
PP	154-06	154-02
S1	154-05	154-02

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

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