ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 01-Feb-2018

Day Change Summary
	Previous	Current
	31-Jan-2018	01-Feb-2018	Change	Change %	Previous Week
Open	146-11	146-16	0-05	0.1%	147-18
High	147-05	146-31	-0-06	-0.1%	148-20
Low	146-04	145-03	-1-01	-0.7%	147-07
Close	146-25	145-17	-1-08	-0.9%	147-23
Range	1-01	1-28	0-27	81.8%	1-13
ATR	1-00	1-02	0-02	6.3%	0-00
Volume	1,693	1,003	-690	-40.8%	1,805

Daily Pivots for day following 01-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	151-16	150-12	146-18
R3	149-20	148-16	146-02
R2	147-24	147-24	145-28
R1	146-20	146-20	145-23	146-08
PP	145-28	145-28	145-28	145-22
S1	144-24	144-24	145-12	144-12
S2	144-00	144-00	145-06
S3	142-04	142-28	145-01
S4	140-08	141-00	144-16

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	148-13	145-03	3-10	2.3%	1-08	0.9%	13%	False	True	814
10	148-20	145-03	3-17	2.4%	1-03	0.7%	12%	False	True	586
20	151-18	145-03	6-15	4.4%	1-00	0.7%	7%	False	True	359
40	153-14	145-03	8-11	5.7%	0-26	0.6%	5%	False	True	184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 46 trading days

Fibonacci Retracements and Extensions
4.250	154-30
2.618	151-28
1.618	150-00
1.000	148-27
0.618	148-04
HIGH	146-31
0.618	146-08
0.500	146-01
0.382	145-26
LOW	145-03
0.618	143-30
1.000	143-07
1.618	142-02
2.618	140-06
4.250	137-04

Fisher Pivots for day following 01-Feb-2018
Pivot	1 day	3 day
R1	146-01	146-07
PP	145-28	145-31
S1	145-22	145-24

Download as Excel Spreadsheet

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

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