ECBOT 30 Year Treasury Bond Future September 2018

Trading Metrics calculated at close of trading on 21-Aug-2018

Day Change Summary
	Previous	Current
	20-Aug-2018	21-Aug-2018	Change	Change %	Previous Week
Open	144-22	145-15	0-25	0.5%	144-18
High	145-18	145-17	-0-01	0.0%	145-03
Low	144-19	144-27	0-08	0.2%	143-27
Close	145-15	145-04	-0-11	-0.2%	144-17
Range	0-31	0-22	-0-09	-29.0%	1-08
ATR	0-28	0-27	0-00	-1.4%	0-00
Volume	236,943	270,288	33,345	14.1%	1,378,054

Daily Pivots for day following 21-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	147-07	146-28	145-16
R3	146-17	146-06	145-10
R2	145-27	145-27	145-08
R1	145-16	145-16	145-06	145-11
PP	145-05	145-05	145-05	145-03
S1	144-26	144-26	145-02	144-21
S2	144-15	144-15	145-00
S3	143-25	144-04	144-30
S4	143-03	143-14	144-24

Weekly Pivots for week ending 17-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-08	147-20	145-07
R3	147-00	146-12	144-28
R2	145-24	145-24	144-24
R1	145-04	145-04	144-21	144-26
PP	144-16	144-16	144-16	144-11
S1	143-28	143-28	144-13	143-18
S2	143-08	143-08	144-10
S3	142-00	142-20	144-06
S4	140-24	141-12	143-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-18	143-28	1-22	1.2%	0-25	0.5%	74%	False	False	254,038
10	145-18	142-11	3-07	2.2%	0-26	0.6%	86%	False	False	276,801
20	145-18	141-27	3-23	2.6%	0-26	0.6%	88%	False	False	277,191
40	146-11	141-27	4-16	3.1%	0-26	0.6%	73%	False	False	259,607
60	146-11	141-27	4-16	3.1%	0-30	0.6%	73%	False	False	278,322
80	146-11	139-11	7-00	4.8%	0-29	0.6%	83%	False	False	220,071
100	146-11	139-11	7-00	4.8%	0-29	0.6%	83%	False	False	176,207
120	146-11	139-11	7-00	4.8%	0-26	0.6%	83%	False	False	146,839

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-15
2.618	147-11
1.618	146-21
1.000	146-07
0.618	145-31
HIGH	145-17
0.618	145-09
0.500	145-06
0.382	145-03
LOW	144-27
0.618	144-13
1.000	144-05
1.618	143-23
2.618	143-01
4.250	141-30

Fisher Pivots for day following 21-Aug-2018
Pivot	1 day	3 day
R1	145-06	145-03
PP	145-05	145-02
S1	145-05	145-01

Download as Excel Spreadsheet

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

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