ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 09-Nov-2017

Day Change Summary
	Previous	Current
	08-Nov-2017	09-Nov-2017	Change	Change %	Previous Week
Open	154-17	154-05	-0-12	-0.2%	151-16
High	154-26	154-14	-0-12	-0.2%	154-00
Low	154-04	153-18	-0-18	-0.4%	151-11
Close	154-11	153-28	-0-15	-0.3%	153-21
Range	0-22	0-28	0-06	27.3%	2-21
ATR	1-00	1-00	0-00	-0.9%	0-00
Volume	218,553	363,315	144,762	66.2%	1,336,121

Daily Pivots for day following 09-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-19	156-03	154-11
R3	155-23	155-07	154-04
R2	154-27	154-27	154-01
R1	154-11	154-11	153-31	154-05
PP	153-31	153-31	153-31	153-28
S1	153-15	153-15	153-25	153-09
S2	153-03	153-03	153-23
S3	152-07	152-19	153-20
S4	151-11	151-23	153-13

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-31	159-31	155-04
R3	158-10	157-10	154-12
R2	155-21	155-21	154-05
R1	154-21	154-21	153-29	155-05
PP	153-00	153-00	153-00	153-08
S1	152-00	152-00	153-13	152-16
S2	150-11	150-11	153-05
S3	147-22	149-11	152-30
S4	145-01	146-22	152-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-26	153-11	1-15	1.0%	0-26	0.5%	36%	False	False	263,633
10	154-26	150-10	4-16	2.9%	0-30	0.6%	79%	False	False	274,609
20	154-26	150-10	4-16	2.9%	1-01	0.7%	79%	False	False	273,911
40	155-15	150-10	5-05	3.4%	0-31	0.6%	69%	False	False	265,143
60	158-09	150-10	7-31	5.2%	1-00	0.6%	45%	False	False	242,952
80	158-09	150-10	7-31	5.2%	1-01	0.7%	45%	False	False	182,529
100	158-09	150-10	7-31	5.2%	1-00	0.7%	45%	False	False	146,039

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	0-08
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	158-05
2.618	156-23
1.618	155-27
1.000	155-10
0.618	154-31
HIGH	154-14
0.618	154-03
0.500	154-00
0.382	153-29
LOW	153-18
0.618	153-01
1.000	152-22
1.618	152-05
2.618	151-09
4.250	149-27

Fisher Pivots for day following 09-Nov-2017
Pivot	1 day	3 day
R1	154-00	154-06
PP	153-31	154-03
S1	153-29	153-31

Download as Excel Spreadsheet

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

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