ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	152-03	152-14	0-11	0.2%	154-03
High	152-20	152-17	-0-03	-0.1%	154-04
Low	151-28	151-09	-0-19	-0.4%	151-25
Close	152-11	151-22	-0-21	-0.4%	152-06
Range	0-24	1-08	0-16	66.7%	2-11
ATR	1-01	1-01	0-01	1.6%	0-00
Volume	194,917	239,362	44,445	22.8%	1,321,946

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-19	154-28	152-12
R3	154-11	153-20	152-01
R2	153-03	153-03	151-29
R1	152-12	152-12	151-26	152-04
PP	151-27	151-27	151-27	151-22
S1	151-04	151-04	151-18	150-28
S2	150-19	150-19	151-15
S3	149-11	149-28	151-11
S4	148-03	148-20	151-00

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	151-09	2-26	1.9%	1-08	0.8%	14%	False	True	267,578
10	154-05	151-09	2-28	1.9%	1-02	0.7%	14%	False	True	252,111
20	154-25	151-07	3-18	2.3%	1-01	0.7%	13%	False	False	264,192
40	158-09	151-07	7-02	4.7%	1-01	0.7%	7%	False	False	257,252
60	158-09	151-00	7-09	4.8%	1-01	0.7%	9%	False	False	186,221
80	158-09	150-11	7-30	5.2%	1-01	0.7%	17%	False	False	139,708
100	158-09	150-11	7-30	5.2%	0-28	0.6%	17%	False	False	111,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-04
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-27
2.618	155-26
1.618	154-18
1.000	153-25
0.618	153-10
HIGH	152-17
0.618	152-02
0.500	151-29
0.382	151-24
LOW	151-09
0.618	150-16
1.000	150-01
1.618	149-08
2.618	148-00
4.250	145-31

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	151-29	152-14
PP	151-27	152-06
S1	151-24	151-30

Download as Excel Spreadsheet

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

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