ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 30-Jan-2018

Day Change Summary
	Previous	Current
	29-Jan-2018	30-Jan-2018	Change	Change %	Previous Week
Open	147-21	146-31	-0-22	-0.5%	147-18
High	147-27	147-10	-0-17	-0.4%	148-20
Low	146-18	146-04	-0-14	-0.3%	147-07
Close	147-03	146-11	-0-24	-0.5%	147-23
Range	1-09	1-06	-0-03	-7.3%	1-13
ATR	0-31	1-00	0-00	1.5%	0-00
Volume	686	413	-273	-39.8%	1,805

Daily Pivots for day following 30-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	150-05	149-14	147-00
R3	148-31	148-08	146-21
R2	147-25	147-25	146-18
R1	147-02	147-02	146-14	146-27
PP	146-19	146-19	146-19	146-15
S1	145-28	145-28	146-08	145-21
S2	145-13	145-13	146-04
S3	144-07	144-22	146-01
S4	143-01	143-16	145-22

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	152-02	151-10	148-16
R3	150-21	149-29	148-03
R2	149-08	149-08	147-31
R1	148-16	148-16	147-27	148-28
PP	147-27	147-27	147-27	148-02
S1	147-03	147-03	147-19	147-15
S2	146-14	146-14	147-15
S3	145-01	145-22	147-11
S4	143-20	144-09	146-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	148-14	146-04	2-10	1.6%	1-04	0.8%	9%	False	True	459
10	150-05	146-04	4-01	2.8%	0-31	0.7%	5%	False	True	379
20	151-19	146-04	5-15	3.7%	0-31	0.7%	4%	False	True	231
40	153-14	146-04	7-10	5.0%	0-24	0.5%	3%	False	True	117

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	152-12
2.618	150-13
1.618	149-07
1.000	148-16
0.618	148-01
HIGH	147-10
0.618	146-27
0.500	146-23
0.382	146-19
LOW	146-04
0.618	145-13
1.000	144-30
1.618	144-07
2.618	143-01
4.250	141-02

Fisher Pivots for day following 30-Jan-2018
Pivot	1 day	3 day
R1	146-23	147-09
PP	146-19	146-31
S1	146-15	146-21

Download as Excel Spreadsheet

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

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