ECBOT 30 Year Treasury Bond Future March 2018

Trading Metrics calculated at close of trading on 14-Mar-2018

Day Change Summary
	Previous	Current
	13-Mar-2018	14-Mar-2018	Change	Change %	Previous Week
Open	144-19	145-08	0-21	0.5%	144-10
High	145-13	146-04	0-23	0.5%	145-06
Low	144-15	145-04	0-21	0.5%	143-22
Close	145-05	145-28	0-23	0.5%	144-05
Range	0-30	1-00	0-02	6.7%	1-16
ATR	1-07	1-06	0-00	-1.2%	0-00
Volume	817	589	-228	-27.9%	29,888

Daily Pivots for day following 14-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-23	148-09	146-14
R3	147-23	147-09	146-05
R2	146-23	146-23	146-02
R1	146-09	146-09	145-31	146-16
PP	145-23	145-23	145-23	145-26
S1	145-09	145-09	145-25	145-16
S2	144-23	144-23	145-22
S3	143-23	144-09	145-19
S4	142-23	143-09	145-10

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-27	148-00	144-31
R3	147-11	146-16	144-18
R2	145-27	145-27	144-14
R1	145-00	145-00	144-09	144-22
PP	144-11	144-11	144-11	144-06
S1	143-16	143-16	144-01	143-06
S2	142-27	142-27	143-28
S3	141-11	142-00	143-24
S4	139-27	140-16	143-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-04	143-27	2-09	1.6%	0-30	0.6%	89%	True	False	2,716
10	146-04	143-22	2-14	1.7%	1-03	0.7%	90%	True	False	8,259
20	146-04	142-14	3-22	2.5%	1-06	0.8%	93%	True	False	193,972
40	151-06	142-14	8-24	6.0%	1-10	0.9%	39%	False	False	315,973
60	154-15	142-14	12-01	8.2%	1-07	0.8%	29%	False	False	290,698
80	154-18	142-14	12-04	8.3%	1-07	0.8%	28%	False	False	279,474
100	154-18	142-14	12-04	8.3%	1-05	0.8%	28%	False	False	224,247
120	154-18	142-14	12-04	8.3%	1-03	0.7%	28%	False	False	186,878

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	0-08
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	150-12
2.618	148-24
1.618	147-24
1.000	147-04
0.618	146-24
HIGH	146-04
0.618	145-24
0.500	145-20
0.382	145-16
LOW	145-04
0.618	144-16
1.000	144-04
1.618	143-16
2.618	142-16
4.250	140-28

Fisher Pivots for day following 14-Mar-2018
Pivot	1 day	3 day
R1	145-25	145-19
PP	145-23	145-10
S1	145-20	145-01

Download as Excel Spreadsheet

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

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