ECBOT 30 Year Treasury Bond Future September 2018

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

Day Change Summary
	Previous	Current
	19-Jul-2018	20-Jul-2018	Change	Change %	Previous Week
Open	144-26	145-13	0-19	0.4%	145-23
High	145-18	145-16	-0-02	0.0%	145-24
Low	144-12	144-04	-0-08	-0.2%	144-04
Close	145-09	144-06	-1-03	-0.8%	144-06
Range	1-06	1-12	0-06	15.8%	1-20
ATR	0-27	0-28	0-01	4.4%	0-00
Volume	288,230	307,011	18,781	6.5%	1,193,434

Daily Pivots for day following 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-23	147-27	144-30
R3	147-11	146-15	144-18
R2	145-31	145-31	144-14
R1	145-03	145-03	144-10	144-27
PP	144-19	144-19	144-19	144-16
S1	143-23	143-23	144-02	143-15
S2	143-07	143-07	143-30
S3	141-27	142-11	143-26
S4	140-15	140-31	143-14

Weekly Pivots for week ending 20-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	149-18	148-16	145-03
R3	147-30	146-28	144-20
R2	146-10	146-10	144-16
R1	145-08	145-08	144-11	144-31
PP	144-22	144-22	144-22	144-18
S1	143-20	143-20	144-01	143-11
S2	143-02	143-02	143-28
S3	141-14	142-00	143-24
S4	139-26	140-12	143-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-24	144-04	1-20	1.1%	0-31	0.7%	4%	False	True	238,686
10	145-28	144-04	1-24	1.2%	0-25	0.5%	4%	False	True	220,231
20	146-11	143-13	2-30	2.0%	0-25	0.5%	27%	False	False	230,684
40	146-11	141-06	5-05	3.6%	1-00	0.7%	58%	False	False	277,158
60	146-11	139-11	7-00	4.9%	0-30	0.7%	69%	False	False	190,179
80	146-11	139-11	7-00	4.9%	0-30	0.6%	69%	False	False	142,781
100	146-11	139-11	7-00	4.9%	0-25	0.6%	69%	False	False	114,225

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	0-06
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	151-11
2.618	149-03
1.618	147-23
1.000	146-28
0.618	146-11
HIGH	145-16
0.618	144-31
0.500	144-26
0.382	144-21
LOW	144-04
0.618	143-09
1.000	142-24
1.618	141-29
2.618	140-17
4.250	138-09

Fisher Pivots for day following 20-Jul-2018
Pivot	1 day	3 day
R1	144-26	144-27
PP	144-19	144-20
S1	144-13	144-13

Download as Excel Spreadsheet

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

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