ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	153-13	152-03	-1-10	-0.9%	154-03
High	153-18	152-20	-0-30	-0.6%	154-04
Low	151-25	151-28	0-03	0.1%	151-25
Close	152-06	152-11	0-05	0.1%	152-06
Range	1-25	0-24	-1-01	-57.9%	2-11
ATR	1-01	1-01	-0-01	-2.0%	0-00
Volume	352,537	194,917	-157,620	-44.7%	1,321,946

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-17	154-06	152-24
R3	153-25	153-14	152-18
R2	153-01	153-01	152-15
R1	152-22	152-22	152-13	152-28
PP	152-09	152-09	152-09	152-12
S1	151-30	151-30	152-09	152-04
S2	151-17	151-17	152-07
S3	150-25	151-06	152-04
S4	150-01	150-14	151-30

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-23	158-10	153-15
R3	157-12	155-31	152-27
R2	155-01	155-01	152-20
R1	153-20	153-20	152-13	153-05
PP	152-22	152-22	152-22	152-15
S1	151-09	151-09	151-31	150-26
S2	150-11	150-11	151-24
S3	148-00	148-30	151-17
S4	145-21	146-19	150-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-03	151-25	2-10	1.5%	1-05	0.8%	24%	False	False	262,734
10	154-05	151-25	2-12	1.6%	1-01	0.7%	24%	False	False	257,737
20	155-03	151-07	3-28	2.5%	1-01	0.7%	29%	False	False	263,675
40	158-09	151-07	7-02	4.6%	1-01	0.7%	16%	False	False	258,049
60	158-09	151-00	7-09	4.8%	1-01	0.7%	18%	False	False	182,242
80	158-09	150-11	7-30	5.2%	1-00	0.7%	25%	False	False	136,716
100	158-09	150-11	7-30	5.2%	0-28	0.6%	25%	False	False	109,376

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	155-26
2.618	154-19
1.618	153-27
1.000	153-12
0.618	153-03
HIGH	152-20
0.618	152-11
0.500	152-08
0.382	152-05
LOW	151-28
0.618	151-13
1.000	151-04
1.618	150-21
2.618	149-29
4.250	148-22

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	152-10	152-30
PP	152-09	152-23
S1	152-08	152-17

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

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