ECBOT 30 Year Treasury Bond Future December 2017

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

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	151-16	151-05	-0-11	-0.2%	154-03
High	151-20	151-22	0-02	0.0%	154-04
Low	150-14	150-15	0-01	0.0%	151-25
Close	150-29	150-23	-0-06	-0.1%	152-06
Range	1-06	1-07	0-01	2.6%	2-11
ATR	1-02	1-02	0-00	1.1%	0-00
Volume	373,665	307,228	-66,437	-17.8%	1,321,946

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	154-20	153-28	151-12
R3	153-13	152-21	151-02
R2	152-06	152-06	150-30
R1	151-14	151-14	150-27	151-07
PP	150-31	150-31	150-31	150-27
S1	150-07	150-07	150-19	150-00
S2	149-24	149-24	150-16
S3	148-17	149-00	150-12
S4	147-10	147-25	150-02

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	153-18	150-14	3-04	2.1%	1-08	0.8%	9%	False	False	293,541
10	154-05	150-14	3-23	2.5%	1-04	0.7%	8%	False	False	273,212
20	154-05	150-14	3-23	2.5%	1-00	0.7%	8%	False	False	260,406
40	158-09	150-14	7-27	5.2%	1-02	0.7%	4%	False	False	261,926
60	158-09	150-14	7-27	5.2%	1-01	0.7%	4%	False	False	197,544
80	158-09	150-11	7-30	5.3%	1-01	0.7%	5%	False	False	148,218
100	158-09	150-11	7-30	5.3%	0-29	0.6%	5%	False	False	118,578

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	0-06
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	156-28
2.618	154-28
1.618	153-21
1.000	152-29
0.618	152-14
HIGH	151-22
0.618	151-07
0.500	151-03
0.382	150-30
LOW	150-15
0.618	149-23
1.000	149-08
1.618	148-16
2.618	147-09
4.250	145-09

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	151-03	151-16
PP	150-31	151-07
S1	150-27	150-31

Download as Excel Spreadsheet

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

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