ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	153-22	152-05	-1-17	-1.0%	153-24
High	153-25	152-30	-0-27	-0.5%	154-26
Low	152-02	152-01	-0-01	0.0%	152-02
Close	152-10	152-13	0-03	0.1%	152-10
Range	1-23	0-29	-0-26	-47.3%	2-24
ATR	1-02	1-01	0-00	-1.0%	0-00
Volume	334,125	267,220	-66,905	-20.0%	1,390,031

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-06	154-22	152-29
R3	154-09	153-25	152-21
R2	153-12	153-12	152-18
R1	152-28	152-28	152-16	153-04
PP	152-15	152-15	152-15	152-19
S1	151-31	151-31	152-10	152-07
S2	151-18	151-18	152-08
S3	150-21	151-02	152-05
S4	149-24	150-05	151-29

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	161-10	159-18	153-26
R3	158-18	156-26	153-02
R2	155-26	155-26	152-26
R1	154-02	154-02	152-18	153-18
PP	153-02	153-02	153-02	152-26
S1	151-10	151-10	152-02	150-26
S2	150-10	150-10	151-26
S3	147-18	148-18	151-18
S4	144-26	145-26	150-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-26	152-01	2-25	1.8%	1-00	0.7%	13%	False	True	293,231
10	154-26	151-31	2-27	1.9%	0-30	0.6%	15%	False	False	276,139
20	154-26	150-10	4-16	3.0%	1-02	0.7%	47%	False	False	279,068
40	155-04	150-10	4-26	3.2%	1-00	0.7%	44%	False	False	269,508
60	158-09	150-10	7-31	5.2%	1-00	0.7%	26%	False	False	252,502
80	158-09	150-10	7-31	5.2%	1-01	0.7%	26%	False	False	190,039
100	158-09	150-10	7-31	5.2%	1-01	0.7%	26%	False	False	152,051

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	156-25
2.618	155-10
1.618	154-13
1.000	153-27
0.618	153-16
HIGH	152-30
0.618	152-19
0.500	152-16
0.382	152-12
LOW	152-01
0.618	151-15
1.000	151-04
1.618	150-18
2.618	149-21
4.250	148-06

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	152-16	153-08
PP	152-15	152-31
S1	152-14	152-22

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

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