ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 15-Nov-2017

Day Change Summary
	Previous	Current
	14-Nov-2017	15-Nov-2017	Change	Change %	Previous Week
Open	152-11	153-02	0-23	0.5%	153-24
High	153-04	154-10	1-06	0.8%	154-26
Low	152-05	153-01	0-28	0.6%	152-02
Close	152-28	154-00	1-04	0.7%	152-10
Range	0-31	1-09	0-10	32.3%	2-24
ATR	1-01	1-02	0-01	2.8%	0-00
Volume	259,493	336,764	77,271	29.8%	1,390,031

Daily Pivots for day following 15-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-20	157-03	154-23
R3	156-11	155-26	154-11
R2	155-02	155-02	154-08
R1	154-17	154-17	154-04	154-25
PP	153-25	153-25	153-25	153-29
S1	153-08	153-08	153-28	153-17
S2	152-16	152-16	153-24
S3	151-07	151-31	153-21
S4	149-30	150-22	153-09

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	154-14	152-01	2-13	1.6%	1-05	0.7%	82%	False	False	312,183
10	154-26	152-01	2-25	1.8%	1-00	0.6%	71%	False	False	279,944
20	154-26	150-10	4-16	2.9%	1-02	0.7%	82%	False	False	285,390
40	155-04	150-10	4-26	3.1%	1-01	0.7%	77%	False	False	272,223
60	158-09	150-10	7-31	5.2%	1-01	0.7%	46%	False	False	261,958
80	158-09	150-10	7-31	5.2%	1-01	0.7%	46%	False	False	197,486
100	158-09	150-10	7-31	5.2%	1-01	0.7%	46%	False	False	158,013
120	158-09	150-10	7-31	5.2%	0-28	0.6%	46%	False	False	131,679

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	0-07
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	159-24
2.618	157-21
1.618	156-12
1.000	155-19
0.618	155-03
HIGH	154-10
0.618	153-26
0.500	153-22
0.382	153-17
LOW	153-01
0.618	152-08
1.000	151-24
1.618	150-31
2.618	149-22
4.250	147-19

Fisher Pivots for day following 15-Nov-2017
Pivot	1 day	3 day
R1	153-29	153-23
PP	153-25	153-14
S1	153-22	153-06

Download as Excel Spreadsheet

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

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