ECBOT 30 Year Treasury Bond Future June 2018

Trading Metrics calculated at close of trading on 20-Jun-2018

Day Change Summary
	Previous	Current
	19-Jun-2018	20-Jun-2018	Change	Change %	Previous Week
Open	144-20	144-30	0-10	0.2%	143-30
High	145-19	145-05	-0-14	-0.3%	145-04
Low	144-19	144-16	-0-03	-0.1%	142-30
Close	144-30	144-16	-0-14	-0.3%	144-16
Range	1-00	0-21	-0-11	-34.4%	2-06
ATR	1-03	1-02	-0-01	-2.9%	0-00
Volume	3,160	347	-2,813	-89.0%	12,773

Daily Pivots for day following 20-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	146-22	146-08	144-28
R3	146-01	145-19	144-22
R2	145-12	145-12	144-20
R1	144-30	144-30	144-18	144-27
PP	144-23	144-23	144-23	144-21
S1	144-09	144-09	144-14	144-05
S2	144-02	144-02	144-12
S3	143-13	143-20	144-10
S4	142-24	142-31	144-04

Weekly Pivots for week ending 15-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	150-24	149-26	145-22
R3	148-18	147-20	145-03
R2	146-12	146-12	144-29
R1	145-14	145-14	144-22	145-29
PP	144-06	144-06	144-06	144-14
S1	143-08	143-08	144-10	143-23
S2	142-00	142-00	144-03
S3	139-26	141-02	143-29
S4	137-20	138-28	143-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-19	143-23	1-28	1.3%	0-25	0.5%	42%	False	False	1,862
10	145-19	142-29	2-22	1.9%	0-29	0.6%	59%	False	False	2,612
20	146-23	141-08	5-15	3.8%	1-05	0.8%	59%	False	False	166,529
40	146-23	140-05	6-18	4.5%	1-01	0.7%	66%	False	False	217,670
60	147-03	140-05	6-30	4.8%	1-01	0.7%	63%	False	False	236,318
80	147-03	140-05	6-30	4.8%	1-02	0.7%	63%	False	False	252,285
100	147-27	140-05	7-22	5.3%	1-05	0.8%	57%	False	False	213,564
120	151-30	140-05	11-25	8.2%	1-04	0.8%	37%	False	False	177,999

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	0-06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	147-30
2.618	146-28
1.618	146-07
1.000	145-26
0.618	145-18
HIGH	145-05
0.618	144-29
0.500	144-27
0.382	144-24
LOW	144-16
0.618	144-03
1.000	143-27
1.618	143-14
2.618	142-25
4.250	141-23

Fisher Pivots for day following 20-Jun-2018
Pivot	1 day	3 day
R1	144-27	144-30
PP	144-23	144-25
S1	144-20	144-21

Download as Excel Spreadsheet

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

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