ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 05-Mar-2018

Day Change Summary
	Previous	Current
	02-Mar-2018	05-Mar-2018	Change	Change %	Previous Week
Open	145-11	144-10	-1-01	-0.7%	144-04
High	145-20	145-06	-0-14	-0.3%	145-20
Low	144-06	143-22	-0-16	-0.3%	143-06
Close	144-14	144-04	-0-10	-0.2%	144-14
Range	1-14	1-16	0-02	4.3%	2-14
ATR	1-11	1-12	0-00	0.8%	0-00
Volume	12,029	7,524	-4,505	-37.5%	1,051,995

Daily Pivots for day following 05-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-27	147-31	144-30
R3	147-11	146-15	144-17
R2	145-27	145-27	144-13
R1	144-31	144-31	144-08	144-21
PP	144-11	144-11	144-11	144-06
S1	143-15	143-15	144-00	143-05
S2	142-27	142-27	143-27
S3	141-11	141-31	143-23
S4	139-27	140-15	143-10

Weekly Pivots for week ending 02-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	151-23	150-17	145-25
R3	149-09	148-03	145-03
R2	146-27	146-27	144-28
R1	145-21	145-21	144-21	146-08
PP	144-13	144-13	144-13	144-23
S1	143-07	143-07	144-07	143-26
S2	141-31	141-31	144-00
S3	139-17	140-25	143-25
S4	137-03	138-11	143-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-20	143-06	2-14	1.7%	1-10	0.9%	38%	False	False	95,316
10	145-20	142-14	3-06	2.2%	1-09	0.9%	53%	False	False	275,075
20	147-23	142-14	5-09	3.7%	1-17	1.1%	32%	False	False	387,454
40	152-21	142-14	10-07	7.1%	1-11	0.9%	17%	False	False	368,603
60	154-18	142-14	12-04	8.4%	1-08	0.9%	14%	False	False	321,585
80	154-18	142-14	12-04	8.4%	1-07	0.8%	14%	False	False	279,803
100	154-18	142-14	12-04	8.4%	1-05	0.8%	14%	False	False	223,990
120	154-18	142-14	12-04	8.4%	1-01	0.7%	14%	False	False	186,661

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	151-18
2.618	149-04
1.618	147-20
1.000	146-22
0.618	146-04
HIGH	145-06
0.618	144-20
0.500	144-14
0.382	144-08
LOW	143-22
0.618	142-24
1.000	142-06
1.618	141-08
2.618	139-24
4.250	137-10

Fisher Pivots for day following 05-Mar-2018
Pivot	1 day	3 day
R1	144-14	144-21
PP	144-11	144-15
S1	144-07	144-10

Download as Excel Spreadsheet

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

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