ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 10-Jan-2018

Day Change Summary
	Previous	Current
	09-Jan-2018	10-Jan-2018	Change	Change %	Previous Week
Open	150-11	148-23	-1-20	-1.1%	151-12
High	150-24	149-03	-1-21	-1.1%	151-19
Low	149-01	148-03	-0-30	-0.6%	150-11
Close	149-06	149-01	-0-05	-0.1%	150-24
Range	1-23	1-00	-0-23	-41.8%	1-08
ATR	0-29	0-30	0-00	1.4%	0-00
Volume	74	136	62	83.8%	268

Daily Pivots for day following 10-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	151-24	151-12	149-19
R3	150-24	150-12	149-10
R2	149-24	149-24	149-07
R1	149-12	149-12	149-04	149-18
PP	148-24	148-24	148-24	148-27
S1	148-12	148-12	148-30	148-18
S2	147-24	147-24	148-27
S3	146-24	147-12	148-24
S4	145-24	146-12	148-15

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	154-21	153-30	151-14
R3	153-13	152-22	151-03
R2	152-05	152-05	150-31
R1	151-14	151-14	150-28	151-06
PP	150-29	150-29	150-29	150-24
S1	150-06	150-06	150-20	149-30
S2	149-21	149-21	150-17
S3	148-13	148-30	150-13
S4	147-05	147-22	150-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	151-18	148-03	3-15	2.3%	1-00	0.7%	27%	False	True	70
10	151-30	148-03	3-27	2.6%	0-31	0.7%	24%	False	True	49
20	153-14	148-03	5-11	3.6%	0-24	0.5%	18%	False	True	26

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	153-11
2.618	151-23
1.618	150-23
1.000	150-03
0.618	149-23
HIGH	149-03
0.618	148-23
0.500	148-19
0.382	148-15
LOW	148-03
0.618	147-15
1.000	147-03
1.618	146-15
2.618	145-15
4.250	143-27

Fisher Pivots for day following 10-Jan-2018
Pivot	1 day	3 day
R1	148-28	149-20
PP	148-24	149-13
S1	148-19	149-07

Download as Excel Spreadsheet

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

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