ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 01-Nov-2017

Day Change Summary
	Previous	Current
	31-Oct-2017	01-Nov-2017	Change	Change %	Previous Week
Open	151-05	151-07	0-02	0.0%	150-23
High	151-13	152-04	0-23	0.5%	151-12
Low	150-30	150-28	-0-02	0.0%	149-05
Close	151-10	151-19	0-09	0.2%	150-01
Range	0-15	1-08	0-25	166.6%	2-07
ATR	0-30	0-31	0-01	2.5%	0-00
Volume	2,195	2,449	254	11.6%	3,966

Daily Pivots for day following 01-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-09	154-22	152-09
R3	154-01	153-14	151-30
R2	152-25	152-25	151-26
R1	152-06	152-06	151-23	152-16
PP	151-17	151-17	151-17	151-22
S1	150-30	150-30	151-15	151-08
S2	150-09	150-09	151-12
S3	149-01	149-22	151-08
S4	147-25	148-14	150-29

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	156-27	155-21	151-08
R3	154-20	153-14	150-21
R2	152-13	152-13	150-14
R1	151-07	151-07	150-08	150-23
PP	150-06	150-06	150-06	149-30
S1	149-00	149-00	149-26	148-16
S2	147-31	147-31	149-20
S3	145-24	146-25	149-13
S4	143-17	144-18	148-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-04	149-05	2-31	2.0%	1-01	0.7%	82%	True	False	2,193
10	152-26	149-05	3-21	2.4%	1-00	0.7%	67%	False	False	1,213
20	152-29	149-05	3-24	2.5%	0-28	0.6%	65%	False	False	634
40	156-14	149-05	7-09	4.8%	0-20	0.4%	33%	False	False	321

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 48 trading days

Fibonacci Retracements and Extensions
4.250	157-14
2.618	155-13
1.618	154-05
1.000	153-12
0.618	152-29
HIGH	152-04
0.618	151-21
0.500	151-16
0.382	151-11
LOW	150-28
0.618	150-03
1.000	149-20
1.618	148-27
2.618	147-19
4.250	145-18

Fisher Pivots for day following 01-Nov-2017
Pivot	1 day	3 day
R1	151-18	151-15
PP	151-17	151-10
S1	151-16	151-06

Download as Excel Spreadsheet

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

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