ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 23-Oct-2017

Day Change Summary
	Previous	Current
	20-Oct-2017	23-Oct-2017	Change	Change %	Previous Week
Open	151-10	150-23	-0-19	-0.4%	152-18
High	151-19	151-12	-0-07	-0.1%	152-28
Low	150-19	150-22	0-03	0.1%	150-19
Close	151-00	151-05	0-05	0.1%	151-00
Range	1-00	0-22	-0-10	-31.3%	2-09
ATR	0-28	0-28	0-00	-1.5%	0-00
Volume	297	62	-235	-79.1%	496

Daily Pivots for day following 23-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	153-04	152-27	151-17
R3	152-14	152-05	151-11
R2	151-24	151-24	151-09
R1	151-15	151-15	151-07	151-20
PP	151-02	151-02	151-02	151-05
S1	150-25	150-25	151-03	150-30
S2	150-12	150-12	151-01
S3	149-22	150-03	150-31
S4	149-00	149-13	150-25

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	158-11	156-30	152-08
R3	156-02	154-21	151-20
R2	153-25	153-25	151-13
R1	152-12	152-12	151-07	151-30
PP	151-16	151-16	151-16	151-09
S1	150-03	150-03	150-25	149-21
S2	149-07	149-07	150-19
S3	146-30	147-26	150-12
S4	144-21	145-17	149-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-28	150-19	2-09	1.5%	0-24	0.5%	25%	False	False	84
10	152-29	150-19	2-10	1.5%	0-26	0.5%	24%	False	False	85
20	153-25	150-03	3-22	2.4%	0-24	0.5%	29%	False	False	50
40	156-14	150-03	6-11	4.2%	0-14	0.3%	17%	False	False	28

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	154-10
2.618	153-06
1.618	152-16
1.000	152-02
0.618	151-26
HIGH	151-12
0.618	151-04
0.500	151-01
0.382	150-30
LOW	150-22
0.618	150-08
1.000	150-00
1.618	149-18
2.618	148-28
4.250	147-24

Fisher Pivots for day following 23-Oct-2017
Pivot	1 day	3 day
R1	151-04	151-23
PP	151-02	151-17
S1	151-01	151-11

Download as Excel Spreadsheet

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

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