ECBOT 30 Year Treasury Bond Future December 2017

Trading Metrics calculated at close of trading on 28-Nov-2017

Day Change Summary
	Previous	Current
	27-Nov-2017	28-Nov-2017	Change	Change %	Previous Week
Open	154-10	154-10	0-00	0.0%	154-01
High	154-24	154-27	0-03	0.1%	154-24
Low	153-30	154-02	0-04	0.1%	153-17
Close	154-11	154-09	-0-02	0.0%	154-08
Range	0-26	0-25	-0-01	-3.8%	1-07
ATR	1-01	1-00	-0-01	-1.7%	0-00
Volume	588,301	472,637	-115,664	-19.7%	1,129,232

Daily Pivots for day following 28-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-24	156-09	154-23
R3	155-31	155-16	154-16
R2	155-06	155-06	154-14
R1	154-23	154-23	154-11	154-18
PP	154-13	154-13	154-13	154-10
S1	153-30	153-30	154-07	153-25
S2	153-20	153-20	154-04
S3	152-27	153-05	154-02
S4	152-02	152-12	153-27

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	154-27	153-17	1-10	0.9%	0-29	0.6%	57%	True	False	388,903
10	154-27	152-05	2-22	1.7%	0-31	0.6%	79%	True	False	330,760
20	154-27	151-31	2-28	1.9%	0-31	0.6%	80%	True	False	303,450
40	154-27	150-10	4-17	2.9%	1-00	0.7%	88%	True	False	280,865
60	158-09	150-10	7-31	5.2%	1-01	0.7%	50%	False	False	276,434
80	158-09	150-10	7-31	5.2%	1-00	0.7%	50%	False	False	231,324
100	158-09	150-10	7-31	5.2%	1-01	0.7%	50%	False	False	185,124
120	158-09	150-10	7-31	5.2%	0-30	0.6%	50%	False	False	154,274

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	158-05
2.618	156-28
1.618	156-03
1.000	155-20
0.618	155-10
HIGH	154-27
0.618	154-17
0.500	154-15
0.382	154-12
LOW	154-02
0.618	153-19
1.000	153-09
1.618	152-26
2.618	152-01
4.250	150-24

Fisher Pivots for day following 28-Nov-2017
Pivot	1 day	3 day
R1	154-15	154-12
PP	154-13	154-11
S1	154-11	154-10

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

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