ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 26-Oct-2017

Day Change Summary
	Previous	Current
	25-Oct-2017	26-Oct-2017	Change	Change %	Previous Week
Open	150-10	150-04	-0-06	-0.1%	152-18
High	150-12	150-15	0-03	0.1%	152-28
Low	149-08	149-11	0-03	0.1%	150-19
Close	149-23	149-18	-0-05	-0.1%	151-00
Range	1-04	1-04	0-00	0.0%	2-09
ATR	0-29	0-30	0-00	1.7%	0-00
Volume	744	2,940	2,196	295.2%	496

Daily Pivots for day following 26-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	153-05	152-16	150-06
R3	152-01	151-12	149-28
R2	150-29	150-29	149-25
R1	150-08	150-08	149-21	150-01
PP	149-25	149-25	149-25	149-22
S1	149-04	149-04	149-15	148-29
S2	148-21	148-21	149-11
S3	147-17	148-00	149-08
S4	146-13	146-28	148-30

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	151-19	149-08	2-11	1.6%	1-01	0.7%	13%	False	False	814
10	152-29	149-08	3-21	2.4%	0-28	0.6%	9%	False	False	441
20	152-29	149-08	3-21	2.4%	0-27	0.6%	9%	False	False	235
40	156-14	149-08	7-06	4.8%	0-16	0.3%	4%	False	False	121

Crabel Price Patterns
NR	False
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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05

Fibonacci Retracements and Extensions
4.250	155-08
2.618	153-13
1.618	152-09
1.000	151-19
0.618	151-05
HIGH	150-15
0.618	150-01
0.500	149-29
0.382	149-25
LOW	149-11
0.618	148-21
1.000	148-07
1.618	147-17
2.618	146-13
4.250	144-18

Fisher Pivots for day following 26-Oct-2017
Pivot	1 day	3 day
R1	149-29	150-09
PP	149-25	150-01
S1	149-22	149-26

Download as Excel Spreadsheet

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

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