ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 24-Nov-2017

Day Change Summary
	Previous	Current
	22-Nov-2017	24-Nov-2017	Change	Change %	Previous Week
Open	154-06	154-20	0-14	0.3%	154-01
High	154-20	154-24	0-04	0.1%	154-24
Low	153-17	153-29	0-12	0.2%	153-17
Close	154-16	154-08	-0-08	-0.2%	154-08
Range	1-03	0-27	-0-08	-22.9%	1-07
ATR	1-02	1-01	0-00	-1.4%	0-00
Volume	325,328	161,742	-163,586	-50.3%	1,129,232

Daily Pivots for day following 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-27	156-12	154-23
R3	156-00	155-17	154-15
R2	155-05	155-05	154-13
R1	154-22	154-22	154-10	154-16
PP	154-10	154-10	154-10	154-07
S1	153-27	153-27	154-06	153-21
S2	153-15	153-15	154-03
S3	152-20	153-00	154-01
S4	151-25	152-05	153-25

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	157-27	157-08	154-29
R3	156-20	156-01	154-19
R2	155-13	155-13	154-15
R1	154-26	154-26	154-12	155-03
PP	154-06	154-06	154-06	154-10
S1	153-19	153-19	154-04	153-29
S2	152-31	152-31	154-01
S3	151-24	152-12	153-29
S4	150-17	151-05	153-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-24	153-03	1-21	1.1%	0-31	0.6%	70%	True	False	275,008
10	154-24	152-01	2-23	1.8%	1-03	0.7%	82%	True	False	284,801
20	154-26	150-10	4-16	2.9%	1-00	0.7%	88%	False	False	279,705
40	154-26	150-10	4-16	2.9%	1-00	0.7%	88%	False	False	270,055
60	158-09	150-10	7-31	5.2%	1-01	0.7%	49%	False	False	267,853
80	158-09	150-10	7-31	5.2%	1-01	0.7%	49%	False	False	218,084
100	158-09	150-10	7-31	5.2%	1-01	0.7%	49%	False	False	174,516
120	158-09	150-10	7-31	5.2%	0-30	0.6%	49%	False	False	145,433

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	158-11
2.618	156-31
1.618	156-04
1.000	155-19
0.618	155-09
HIGH	154-24
0.618	154-14
0.500	154-11
0.382	154-07
LOW	153-29
0.618	153-12
1.000	153-02
1.618	152-17
2.618	151-22
4.250	150-10

Fisher Pivots for day following 24-Nov-2017
Pivot	1 day	3 day
R1	154-11	154-07
PP	154-10	154-06
S1	154-09	154-05

Download as Excel Spreadsheet

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

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