ECBOT 30 Year Treasury Bond Future September 2018

Trading Metrics calculated at close of trading on 27-Aug-2018

Day Change Summary
	Previous	Current
	24-Aug-2018	27-Aug-2018	Change	Change %	Previous Week
Open	145-15	145-28	0-13	0.3%	144-22
High	145-29	145-29	0-00	0.0%	145-29
Low	145-03	145-02	-0-01	0.0%	144-19
Close	145-19	145-04	-0-15	-0.3%	145-19
Range	0-26	0-27	0-01	3.9%	1-10
ATR	0-26	0-26	0-00	0.4%	0-00
Volume	428,347	437,521	9,174	2.1%	1,542,657

Daily Pivots for day following 27-Aug-2018
	Classic	Woodie	Camarilla	DeMark
R4	147-29	147-11	145-19
R3	147-02	146-16	145-11
R2	146-07	146-07	145-09
R1	145-21	145-21	145-06	145-17
PP	145-12	145-12	145-12	145-09
S1	144-26	144-26	145-02	144-21
S2	144-17	144-17	144-31
S3	143-22	143-31	144-29
S4	142-27	143-04	144-21

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	144-27	1-02	0.7%	0-21	0.5%	26%	True	False	348,647
10	145-29	143-27	2-02	1.4%	0-23	0.5%	62%	True	False	298,933
20	145-29	141-27	4-02	2.8%	0-26	0.6%	81%	True	False	297,077
40	146-11	141-27	4-16	3.1%	0-26	0.6%	73%	False	False	267,771
60	146-11	141-27	4-16	3.1%	0-27	0.6%	73%	False	False	271,399
80	146-11	139-11	7-00	4.8%	0-29	0.6%	83%	False	False	238,429
100	146-11	139-11	7-00	4.8%	0-29	0.6%	83%	False	False	190,935
120	146-11	139-11	7-00	4.8%	0-27	0.6%	83%	False	False	159,114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	149-16
2.618	148-04
1.618	147-09
1.000	146-24
0.618	146-14
HIGH	145-29
0.618	145-19
0.500	145-16
0.382	145-12
LOW	145-02
0.618	144-17
1.000	144-07
1.618	143-22
2.618	142-27
4.250	141-15

Fisher Pivots for day following 27-Aug-2018
Pivot	1 day	3 day
R1	145-16	145-16
PP	145-12	145-12
S1	145-08	145-08

Download as Excel Spreadsheet

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

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