ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 21-Nov-2017

Day Change Summary
	Previous	Current
	20-Nov-2017	21-Nov-2017	Change	Change %	Previous Week
Open	154-01	153-26	-0-07	-0.1%	152-05
High	154-14	154-22	0-08	0.2%	154-10
Low	153-19	153-24	0-05	0.1%	152-01
Close	153-21	154-03	0-14	0.3%	153-25
Range	0-27	0-30	0-03	11.1%	2-09
ATR	1-02	1-02	0-00	-0.2%	0-00
Volume	245,651	396,511	150,860	61.4%	1,384,658

Daily Pivots for day following 21-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-00	156-15	154-20
R3	156-02	155-17	154-11
R2	155-04	155-04	154-09
R1	154-19	154-19	154-06	154-28
PP	154-06	154-06	154-06	154-10
S1	153-21	153-21	154-00	153-30
S2	153-08	153-08	153-30
S3	152-10	152-23	153-27
S4	151-12	151-25	153-19

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	160-07	159-09	155-01
R3	157-30	157-00	154-13
R2	155-21	155-21	154-06
R1	154-23	154-23	154-00	155-06
PP	153-12	153-12	153-12	153-20
S1	152-14	152-14	153-18	152-29
S2	151-03	151-03	153-12
S3	148-26	150-05	153-05
S4	146-17	147-28	152-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-22	153-01	1-21	1.1%	1-02	0.7%	64%	True	False	300,021
10	154-26	152-01	2-25	1.8%	1-01	0.7%	74%	False	False	294,281
20	154-26	150-10	4-16	2.9%	1-01	0.7%	84%	False	False	289,396
40	154-26	150-10	4-16	2.9%	1-01	0.7%	84%	False	False	276,794
60	158-09	150-10	7-31	5.2%	1-01	0.7%	47%	False	False	267,967
80	158-09	150-10	7-31	5.2%	1-01	0.7%	47%	False	False	212,015
100	158-09	150-10	7-31	5.2%	1-01	0.7%	47%	False	False	169,646
120	158-09	150-10	7-31	5.2%	0-29	0.6%	47%	False	False	141,374

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	0-05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158-22
2.618	157-05
1.618	156-07
1.000	155-20
0.618	155-09
HIGH	154-22
0.618	154-11
0.500	154-07
0.382	154-03
LOW	153-24
0.618	153-05
1.000	152-26
1.618	152-07
2.618	151-09
4.250	149-24

Fisher Pivots for day following 21-Nov-2017
Pivot	1 day	3 day
R1	154-07	154-01
PP	154-06	153-31
S1	154-04	153-29

Download as Excel Spreadsheet

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

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