ECBOT 30 Year Treasury Bond Future September 2018

Trading Metrics calculated at close of trading on 18-Sep-2018

Day Change Summary
	Previous	Current
	17-Sep-2018	18-Sep-2018	Change	Change %	Previous Week
Open	142-16	142-18	0-02	0.0%	143-07
High	142-23	142-25	0-02	0.0%	143-20
Low	142-01	141-09	-0-24	-0.5%	142-12
Close	142-13	141-13	-1-00	-0.7%	142-17
Range	0-22	1-16	0-26	118.2%	1-08
ATR	0-25	0-26	0-02	6.8%	0-00
Volume	4,012	5,253	1,241	30.9%	16,943

Daily Pivots for day following 18-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	146-10	145-12	142-07
R3	144-26	143-28	141-26
R2	143-10	143-10	141-22
R1	142-12	142-12	141-17	142-03
PP	141-26	141-26	141-26	141-22
S1	140-28	140-28	141-09	140-19
S2	140-10	140-10	141-04
S3	138-26	139-12	141-00
S4	137-10	137-28	140-19

Weekly Pivots for week ending 14-Sep-2018
	Classic	Woodie	Camarilla	DeMark
R4	146-19	145-26	143-07
R3	145-11	144-18	142-28
R2	144-03	144-03	142-24
R1	143-10	143-10	142-21	143-03
PP	142-27	142-27	142-27	142-23
S1	142-02	142-02	142-13	141-27
S2	141-19	141-19	142-10
S3	140-11	140-26	142-06
S4	139-03	139-18	141-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-14	141-09	2-05	1.5%	0-25	0.5%	6%	False	True	3,677
10	144-17	141-09	3-08	2.3%	0-26	0.6%	4%	False	True	7,874
20	145-29	141-09	4-20	3.3%	0-24	0.5%	3%	False	True	156,790
40	145-29	141-09	4-20	3.3%	0-25	0.6%	3%	False	True	217,686
60	146-11	141-09	5-02	3.6%	0-26	0.6%	2%	False	True	224,731
80	146-11	141-09	5-02	3.6%	0-29	0.6%	2%	False	True	248,256
100	146-11	139-11	7-00	5.0%	0-28	0.6%	29%	False	False	204,734
120	146-11	139-11	7-00	5.0%	0-29	0.6%	29%	False	False	170,718

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	149-05
2.618	146-23
1.618	145-07
1.000	144-09
0.618	143-23
HIGH	142-25
0.618	142-07
0.500	142-01
0.382	141-27
LOW	141-09
0.618	140-11
1.000	139-25
1.618	138-27
2.618	137-11
4.250	134-29

Fisher Pivots for day following 18-Sep-2018
Pivot	1 day	3 day
R1	142-01	142-05
PP	141-26	141-29
S1	141-20	141-21

Download as Excel Spreadsheet

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

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