ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 19-Jan-2018

Day Change Summary
	Previous	Current
	18-Jan-2018	19-Jan-2018	Change	Change %	Previous Week
Open	148-21	147-28	-0-25	-0.5%	149-11
High	148-25	148-09	-0-16	-0.3%	150-05
Low	148-03	147-17	-0-18	-0.4%	147-17
Close	148-13	147-31	-0-14	-0.3%	147-31
Range	0-22	0-24	0-02	9.1%	2-20
ATR	0-30	0-30	0-00	-0.5%	0-00
Volume	576	268	-308	-53.5%	1,017

Daily Pivots for day following 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	150-06	149-26	148-12
R3	149-14	149-02	148-06
R2	148-22	148-22	148-03
R1	148-10	148-10	148-01	148-16
PP	147-30	147-30	147-30	148-01
S1	147-18	147-18	147-29	147-24
S2	147-06	147-06	147-27
S3	146-14	146-26	147-24
S4	145-22	146-02	147-18

Weekly Pivots for week ending 19-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	156-14	154-26	149-13
R3	153-26	152-06	148-22
R2	151-06	151-06	148-14
R1	149-18	149-18	148-07	149-02
PP	148-18	148-18	148-18	148-10
S1	146-30	146-30	147-23	146-14
S2	145-30	145-30	147-16
S3	143-10	144-10	147-08
S4	140-22	141-22	146-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-05	147-17	2-20	1.8%	0-27	0.6%	17%	False	True	218
10	151-18	147-17	4-01	2.7%	0-30	0.6%	11%	False	True	149
20	151-30	147-17	4-13	3.0%	0-28	0.6%	10%	False	True	88

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	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	151-15
2.618	150-08
1.618	149-16
1.000	149-01
0.618	148-24
HIGH	148-09
0.618	148-00
0.500	147-29
0.382	147-26
LOW	147-17
0.618	147-02
1.000	146-25
1.618	146-10
2.618	145-18
4.250	144-11

Fisher Pivots for day following 19-Jan-2018
Pivot	1 day	3 day
R1	147-30	148-27
PP	147-30	148-18
S1	147-29	148-08

Download as Excel Spreadsheet

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

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