ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 06-Nov-2017

Day Change Summary
	Previous	Current
	03-Nov-2017	06-Nov-2017	Change	Change %	Previous Week
Open	152-13	152-17	0-04	0.1%	150-11
High	152-27	153-07	0-12	0.2%	152-27
Low	152-07	152-09	0-02	0.0%	150-07
Close	152-16	153-02	0-18	0.4%	152-16
Range	0-20	0-30	0-10	50.0%	2-20
ATR	0-30	0-30	0-00	0.1%	0-00
Volume	1,381	243	-1,138	-82.4%	9,753

Daily Pivots for day following 06-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	155-21	155-10	153-18
R3	154-23	154-12	153-10
R2	153-25	153-25	153-08
R1	153-14	153-14	153-05	153-20
PP	152-27	152-27	152-27	152-30
S1	152-16	152-16	152-31	152-22
S2	151-29	151-29	152-28
S3	150-31	151-18	152-26
S4	150-01	150-20	152-18

Weekly Pivots for week ending 03-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	159-23	158-24	153-30
R3	157-03	156-04	153-07
R2	154-15	154-15	152-31
R1	153-16	153-16	152-24	154-00
PP	151-27	151-27	151-27	152-03
S1	150-28	150-28	152-08	151-12
S2	149-07	149-07	152-01
S3	146-19	148-08	151-25
S4	143-31	145-20	151-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-07	150-28	2-11	1.5%	0-27	0.6%	93%	True	False	1,360
10	153-07	149-05	4-02	2.7%	1-00	0.6%	96%	True	False	1,390
20	153-07	149-05	4-02	2.7%	0-29	0.6%	96%	True	False	737
40	154-10	149-05	5-05	3.4%	0-22	0.4%	76%	False	False	375

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-07
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	157-07
2.618	155-22
1.618	154-24
1.000	154-05
0.618	153-26
HIGH	153-07
0.618	152-28
0.500	152-24
0.382	152-20
LOW	152-09
0.618	151-22
1.000	151-11
1.618	150-24
2.618	149-26
4.250	148-10

Fisher Pivots for day following 06-Nov-2017
Pivot	1 day	3 day
R1	152-31	152-27
PP	152-27	152-20
S1	152-24	152-13

Download as Excel Spreadsheet

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

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