ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 16-Feb-2018

Day Change Summary
	Previous	Current
	15-Feb-2018	16-Feb-2018	Change	Change %	Previous Week
Open	143-18	143-20	0-02	0.0%	143-23
High	144-11	144-27	0-16	0.3%	145-09
Low	143-04	143-18	0-14	0.3%	143-04
Close	144-00	144-07	0-07	0.2%	144-07
Range	1-07	1-09	0-02	5.1%	2-05
ATR	1-15	1-14	0-00	-0.9%	0-00
Volume	355,147	304,622	-50,525	-14.2%	1,783,770

Daily Pivots for day following 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-02	147-13	144-30
R3	146-25	146-04	144-18
R2	145-16	145-16	144-15
R1	144-27	144-27	144-11	145-06
PP	144-07	144-07	144-07	144-12
S1	143-18	143-18	144-03	143-29
S2	142-30	142-30	143-31
S3	141-21	142-09	143-28
S4	140-12	141-00	143-16

Weekly Pivots for week ending 16-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	150-22	149-19	145-13
R3	148-17	147-14	144-26
R2	146-12	146-12	144-20
R1	145-09	145-09	144-13	145-27
PP	144-07	144-07	144-07	144-15
S1	143-04	143-04	144-01	143-22
S2	142-02	142-02	143-26
S3	139-29	140-31	143-20
S4	137-24	138-26	143-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-09	143-04	2-05	1.5%	1-15	1.0%	51%	False	False	356,754
10	147-23	143-04	4-19	3.2%	1-24	1.2%	24%	False	False	499,833
20	149-22	143-04	6-18	4.6%	1-16	1.0%	17%	False	False	440,952
40	153-04	143-04	10-00	6.9%	1-08	0.9%	11%	False	False	348,110
60	154-18	143-04	11-14	7.9%	1-08	0.9%	10%	False	False	325,356
80	154-18	143-04	11-14	7.9%	1-06	0.8%	10%	False	False	245,593
100	154-18	143-04	11-14	7.9%	1-03	0.8%	10%	False	False	196,484
120	156-14	143-04	13-10	9.2%	0-30	0.6%	8%	False	False	163,738

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	0-16
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	150-09
2.618	148-06
1.618	146-29
1.000	146-04
0.618	145-20
HIGH	144-27
0.618	144-11
0.500	144-07
0.382	144-02
LOW	143-18
0.618	142-25
1.000	142-09
1.618	141-16
2.618	140-07
4.250	138-04

Fisher Pivots for day following 16-Feb-2018
Pivot	1 day	3 day
R1	144-07	144-07
PP	144-07	144-07
S1	144-07	144-07

Download as Excel Spreadsheet

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

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