ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	152-09	152-12	0-03	0.1%	152-03
High	152-19	153-10	0-23	0.5%	152-20
Low	152-03	151-31	-0-04	-0.1%	150-10
Close	152-15	152-24	0-09	0.2%	151-06
Range	0-16	1-11	0-27	168.7%	2-10
ATR	1-02	1-02	0-01	2.0%	0-00
Volume	228,323	329,884	101,561	44.5%	1,469,242

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-23	156-02	153-16
R3	155-12	154-23	153-04
R2	154-01	154-01	153-00
R1	153-12	153-12	152-28	153-22
PP	152-22	152-22	152-22	152-27
S1	152-01	152-01	152-20	152-12
S2	151-11	151-11	152-16
S3	150-00	150-22	152-12
S4	148-21	149-11	152-00

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-10	157-02	152-15
R3	156-00	154-24	151-26
R2	153-22	153-22	151-20
R1	152-14	152-14	151-13	151-29
PP	151-12	151-12	151-12	151-04
S1	150-04	150-04	150-31	149-19
S2	149-02	149-02	150-24
S3	146-24	147-26	150-18
S4	144-14	145-16	149-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-10	150-10	3-00	2.0%	1-03	0.7%	81%	True	False	290,296
10	154-02	150-10	3-24	2.5%	1-05	0.8%	65%	False	False	290,837
20	154-05	150-10	3-27	2.5%	1-01	0.7%	63%	False	False	262,474
40	158-09	150-10	7-31	5.2%	1-01	0.7%	31%	False	False	261,906
60	158-09	150-10	7-31	5.2%	1-01	0.7%	31%	False	False	216,563
80	158-09	150-10	7-31	5.2%	1-01	0.7%	31%	False	False	162,519
100	158-09	150-10	7-31	5.2%	0-31	0.6%	31%	False	False	130,021

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	159-01
2.618	156-27
1.618	155-16
1.000	154-21
0.618	154-05
HIGH	153-10
0.618	152-26
0.500	152-21
0.382	152-15
LOW	151-31
0.618	151-04
1.000	150-20
1.618	149-25
2.618	148-14
4.250	146-08

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	152-23	152-20
PP	152-22	152-15
S1	152-21	152-11

Download as Excel Spreadsheet

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

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