ECBOT 30 Year Treasury Bond Future September 2018

Trading Metrics calculated at close of trading on 07-Aug-2018

Day Change Summary
	Previous	Current
	06-Aug-2018	07-Aug-2018	Change	Change %	Previous Week
Open	142-31	143-04	0-05	0.1%	143-00
High	143-18	143-09	-0-09	-0.2%	143-16
Low	142-28	142-15	-0-13	-0.3%	141-27
Close	143-08	142-19	-0-21	-0.5%	142-31
Range	0-22	0-26	0-04	18.2%	1-21
ATR	0-28	0-28	0-00	-0.6%	0-00
Volume	218,349	192,827	-25,522	-11.7%	1,524,356

Daily Pivots for day following 07-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	145-07	144-23	143-01
R3	144-13	143-29	142-26
R2	143-19	143-19	142-24
R1	143-03	143-03	142-21	142-30
PP	142-25	142-25	142-25	142-23
S1	142-09	142-09	142-17	142-04
S2	141-31	141-31	142-14
S3	141-05	141-15	142-12
S4	140-11	140-21	142-05

Weekly Pivots for week ending 03-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	147-24	147-00	143-28
R3	146-03	145-11	143-14
R2	144-14	144-14	143-09
R1	143-22	143-22	143-04	143-08
PP	142-25	142-25	142-25	142-17
S1	142-01	142-01	142-26	141-19
S2	141-04	141-04	142-21
S3	139-15	140-12	142-16
S4	137-26	138-23	142-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-18	141-27	1-23	1.2%	0-28	0.6%	44%	False	False	245,550
10	143-19	141-27	1-24	1.2%	0-27	0.6%	43%	False	False	277,580
20	145-25	141-27	3-30	2.8%	0-27	0.6%	19%	False	False	263,386
40	146-11	141-27	4-16	3.2%	0-27	0.6%	17%	False	False	256,070
60	146-11	139-11	7-00	4.9%	0-31	0.7%	46%	False	False	247,008
80	146-11	139-11	7-00	4.9%	0-30	0.7%	46%	False	False	185,617
100	146-11	139-11	7-00	4.9%	0-29	0.6%	46%	False	False	148,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	146-24
2.618	145-13
1.618	144-19
1.000	144-03
0.618	143-25
HIGH	143-09
0.618	142-31
0.500	142-28
0.382	142-25
LOW	142-15
0.618	141-31
1.000	141-21
1.618	141-05
2.618	140-11
4.250	139-01

Fisher Pivots for day following 07-Aug-2018
Pivot	1 day	3 day
R1	142-28	142-30
PP	142-25	142-26
S1	142-22	142-23

Download as Excel Spreadsheet

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

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