ECBOT 30 Year Treasury Bond Future September 2018

Trading Metrics calculated at close of trading on 12-Sep-2018

Day Change Summary
	Previous	Current
	11-Sep-2018	12-Sep-2018	Change	Change %	Previous Week
Open	143-19	142-27	-0-24	-0.5%	144-25
High	143-19	143-06	-0-13	-0.3%	144-30
Low	142-22	142-26	0-04	0.1%	143-06
Close	142-24	143-02	0-10	0.2%	143-11
Range	0-29	0-12	-0-17	-58.6%	1-24
ATR	0-26	0-25	-0-01	-3.3%	0-00
Volume	4,579	4,868	289	6.3%	85,213

Daily Pivots for day following 12-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	144-05	143-31	143-09
R3	143-25	143-19	143-05
R2	143-13	143-13	143-04
R1	143-07	143-07	143-03	143-10
PP	143-01	143-01	143-01	143-02
S1	142-27	142-27	143-01	142-30
S2	142-21	142-21	143-00
S3	142-09	142-15	142-31
S4	141-29	142-03	142-27

Weekly Pivots for week ending 07-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	149-02	147-31	144-10
R3	147-10	146-07	143-26
R2	145-18	145-18	143-21
R1	144-15	144-15	143-16	144-05
PP	143-26	143-26	143-26	143-21
S1	142-23	142-23	143-06	142-13
S2	142-02	142-02	143-01
S3	140-10	140-31	142-28
S4	138-18	139-07	142-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-17	142-22	1-27	1.3%	0-25	0.5%	20%	False	False	11,053
10	145-16	142-22	2-26	2.0%	0-24	0.5%	13%	False	False	83,887
20	145-29	142-22	3-07	2.2%	0-24	0.5%	12%	False	False	206,110
40	145-29	141-27	4-02	2.8%	0-26	0.6%	30%	False	False	245,805
60	146-11	141-27	4-16	3.1%	0-26	0.6%	27%	False	False	241,171
80	146-11	139-31	6-12	4.5%	0-29	0.6%	49%	False	False	255,154
100	146-11	139-11	7-00	4.9%	0-28	0.6%	53%	False	False	204,626
120	146-11	139-11	7-00	4.9%	0-29	0.6%	53%	False	False	170,606

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	144-25
2.618	144-05
1.618	143-25
1.000	143-18
0.618	143-13
HIGH	143-06
0.618	143-01
0.500	143-00
0.382	142-31
LOW	142-26
0.618	142-19
1.000	142-14
1.618	142-07
2.618	141-27
4.250	141-07

Fisher Pivots for day following 12-Sep-2018
Pivot	1 day	3 day
R1	143-01	143-05
PP	143-01	143-04
S1	143-00	143-03

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

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