ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 31-May-2018

Day Change Summary
	Previous	Current
	30-May-2018	31-May-2018	Change	Change %	Previous Week
Open	146-14	145-06	-1-08	-0.9%	141-01
High	146-23	146-01	-0-22	-0.5%	143-30
Low	144-17	144-26	0-09	0.2%	140-25
Close	145-14	146-00	0-18	0.4%	143-22
Range	2-06	1-07	-0-31	-44.3%	3-05
ATR	1-08	1-08	0-00	-0.1%	0-00
Volume	444,276	65,411	-378,865	-85.3%	2,251,850

Daily Pivots for day following 31-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	149-09	148-27	146-21
R3	148-02	147-20	146-11
R2	146-27	146-27	146-07
R1	146-13	146-13	146-04	146-20
PP	145-20	145-20	145-20	145-23
S1	145-06	145-06	145-28	145-13
S2	144-13	144-13	145-25
S3	143-06	143-31	145-21
S4	141-31	142-24	145-11

Weekly Pivots for week ending 25-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	152-09	151-04	145-14
R3	149-04	147-31	144-18
R2	145-31	145-31	144-09
R1	144-26	144-26	143-31	145-12
PP	142-26	142-26	142-26	143-03
S1	141-21	141-21	143-13	142-08
S2	139-21	139-21	143-03
S3	136-16	138-16	142-26
S4	133-11	135-11	141-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-23	142-01	4-22	3.2%	1-26	1.2%	85%	False	False	537,972
10	146-23	140-05	6-18	4.5%	1-12	0.9%	89%	False	False	440,401
20	146-23	140-05	6-18	4.5%	1-05	0.8%	89%	False	False	352,831
40	146-28	140-05	6-23	4.6%	1-02	0.7%	87%	False	False	308,219
60	147-03	140-05	6-30	4.8%	1-02	0.7%	84%	False	False	300,646
80	147-03	140-05	6-30	4.8%	1-05	0.8%	84%	False	False	265,510
100	151-04	140-05	10-31	7.5%	1-05	0.8%	53%	False	False	212,576
120	153-14	140-05	13-09	9.1%	1-02	0.7%	44%	False	False	177,149

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	151-07
2.618	149-07
1.618	148-00
1.000	147-08
0.618	146-25
HIGH	146-01
0.618	145-18
0.500	145-14
0.382	145-09
LOW	144-26
0.618	144-02
1.000	143-19
1.618	142-27
2.618	141-20
4.250	139-20

Fisher Pivots for day following 31-May-2018
Pivot	1 day	3 day
R1	145-26	145-21
PP	145-20	145-11
S1	145-14	145-00

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

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