ECBOT 30 Year Treasury Bond Future September 2018

Trading Metrics calculated at close of trading on 24-Aug-2018

Day Change Summary
	Previous	Current
	23-Aug-2018	24-Aug-2018	Change	Change %	Previous Week
Open	145-15	145-15	0-00	0.0%	144-22
High	145-24	145-29	0-05	0.1%	145-29
Low	145-12	145-03	-0-09	-0.2%	144-19
Close	145-21	145-19	-0-02	0.0%	145-19
Range	0-12	0-26	0-14	116.7%	1-10
ATR	0-26	0-26	0-00	0.1%	0-00
Volume	296,430	428,347	131,917	44.5%	1,542,657

Daily Pivots for day following 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	147-31	147-19	146-01
R3	147-05	146-25	145-26
R2	146-11	146-11	145-24
R1	145-31	145-31	145-21	146-05
PP	145-17	145-17	145-17	145-20
S1	145-05	145-05	145-17	145-11
S2	144-23	144-23	145-14
S3	143-29	144-11	145-12
S4	143-03	143-17	145-05

Weekly Pivots for week ending 24-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	149-10	148-24	146-10
R3	148-00	147-14	145-31
R2	146-22	146-22	145-27
R1	146-04	146-04	145-23	146-13
PP	145-12	145-12	145-12	145-16
S1	144-26	144-26	145-15	145-03
S2	144-02	144-02	145-11
S3	142-24	143-16	145-07
S4	141-14	142-06	144-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	145-29	144-19	1-10	0.9%	0-22	0.5%	76%	True	False	308,531
10	145-29	143-27	2-02	1.4%	0-22	0.5%	85%	True	False	292,071
20	145-29	141-27	4-02	2.8%	0-25	0.5%	92%	True	False	286,948
40	146-11	141-27	4-16	3.1%	0-26	0.6%	83%	False	False	265,235
60	146-11	141-27	4-16	3.1%	0-27	0.6%	83%	False	False	270,319
80	146-11	139-11	7-00	4.8%	0-29	0.6%	89%	False	False	232,969
100	146-11	139-11	7-00	4.8%	0-29	0.6%	89%	False	False	186,560
120	146-11	139-11	7-00	4.8%	0-27	0.6%	89%	False	False	155,468

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	149-12
2.618	148-01
1.618	147-07
1.000	146-23
0.618	146-13
HIGH	145-29
0.618	145-19
0.500	145-16
0.382	145-13
LOW	145-03
0.618	144-19
1.000	144-09
1.618	143-25
2.618	142-31
4.250	141-21

Fisher Pivots for day following 24-Aug-2018
Pivot	1 day	3 day
R1	145-18	145-18
PP	145-17	145-17
S1	145-16	145-16

Download as Excel Spreadsheet

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

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