ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 18-Oct-2017

Day Change Summary
	Previous	Current
	17-Oct-2017	18-Oct-2017	Change	Change %	Previous Week
Open	153-24	154-02	0-10	0.2%	152-02
High	154-03	154-03	0-00	0.0%	154-05
Low	153-10	152-25	-0-17	-0.3%	151-28
Close	154-02	153-01	-1-01	-0.7%	154-00
Range	0-25	1-10	0-17	68.0%	2-09
ATR	0-30	0-31	0-01	2.7%	0-00
Volume	215,140	254,670	39,530	18.4%	1,108,733

Daily Pivots for day following 18-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-08	156-14	153-24
R3	155-30	155-04	153-13
R2	154-20	154-20	153-09
R1	153-26	153-26	153-05	153-18
PP	153-10	153-10	153-10	153-06
S1	152-16	152-16	152-29	152-08
S2	152-00	152-00	152-25
S3	150-22	151-06	152-21
S4	149-12	149-28	152-10

Weekly Pivots for week ending 13-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-06	159-12	155-08
R3	157-29	157-03	154-20
R2	155-20	155-20	154-13
R1	154-26	154-26	154-07	155-07
PP	153-11	153-11	153-11	153-18
S1	152-17	152-17	153-25	152-30
S2	151-02	151-02	153-19
S3	148-25	150-08	153-12
S4	146-16	147-31	152-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-05	152-10	1-27	1.2%	0-30	0.6%	39%	False	False	246,109
10	154-05	151-07	2-30	1.9%	0-30	0.6%	62%	False	False	234,112
20	155-04	151-07	3-29	2.6%	0-31	0.6%	46%	False	False	259,055
40	158-09	151-07	7-02	4.6%	1-00	0.6%	26%	False	False	250,242
60	158-09	150-28	7-13	4.8%	1-01	0.7%	29%	False	False	168,185
80	158-09	150-11	7-30	5.2%	1-01	0.7%	34%	False	False	126,169
100	158-09	150-11	7-30	5.2%	0-27	0.5%	34%	False	False	100,937

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	0-05
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	159-22
2.618	157-17
1.618	156-07
1.000	155-13
0.618	154-29
HIGH	154-03
0.618	153-19
0.500	153-14
0.382	153-09
LOW	152-25
0.618	151-31
1.000	151-15
1.618	150-21
2.618	149-11
4.250	147-07

Fisher Pivots for day following 18-Oct-2017
Pivot	1 day	3 day
R1	153-14	153-15
PP	153-10	153-10
S1	153-05	153-06

Download as Excel Spreadsheet

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

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