ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	154-08	154-27	0-19	0.4%	154-28
High	155-04	155-03	-0-01	0.0%	155-01
Low	154-02	154-11	0-09	0.2%	153-16
Close	154-29	154-25	-0-04	-0.1%	154-03
Range	1-02	0-24	-0-10	-29.4%	1-17
ATR	1-00	0-31	-0-01	-1.8%	0-00
Volume	271,863	229,036	-42,827	-15.8%	1,149,499

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-00	156-20	155-06
R3	156-08	155-28	155-00
R2	155-16	155-16	154-29
R1	155-04	155-04	154-27	154-30
PP	154-24	154-24	154-24	154-21
S1	154-12	154-12	154-23	154-06
S2	154-00	154-00	154-21
S3	153-08	153-20	154-18
S4	152-16	152-28	154-12

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	155-04	153-16	1-20	1.0%	0-28	0.6%	79%	False	False	250,264
10	155-18	153-16	2-02	1.3%	0-27	0.5%	62%	False	False	240,672
20	158-09	153-16	4-25	3.1%	1-01	0.7%	27%	False	False	250,313
40	158-09	151-00	7-09	4.7%	1-01	0.7%	52%	False	False	147,236
60	158-09	150-11	7-30	5.1%	1-00	0.7%	56%	False	False	98,213
80	158-09	150-11	7-30	5.1%	0-27	0.5%	56%	False	False	73,664

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158-09
2.618	157-02
1.618	156-10
1.000	155-27
0.618	155-18
HIGH	155-03
0.618	154-26
0.500	154-23
0.382	154-20
LOW	154-11
0.618	153-28
1.000	153-19
1.618	153-04
2.618	152-12
4.250	151-05

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	154-24	154-22
PP	154-24	154-19
S1	154-23	154-17

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

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