ECBOT 30 Year Treasury Bond Future March 2019

Trading Metrics calculated at close of trading on 20-Nov-2018

Day Change Summary
	Previous	Current
	19-Nov-2018	20-Nov-2018	Change	Change %	Previous Week
Open	139-05	139-01	-0-04	-0.1%	137-11
High	139-09	139-20	0-11	0.2%	139-04
Low	138-13	139-00	0-19	0.4%	137-06
Close	139-05	139-13	0-08	0.2%	138-30
Range	0-28	0-20	-0-08	-28.6%	1-30
ATR	0-30	0-29	-0-01	-2.3%	0-00
Volume	16,192	52,176	35,984	222.2%	21,360

Daily Pivots for day following 20-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	141-07	140-30	139-24
R3	140-19	140-10	139-19
R2	139-31	139-31	139-17
R1	139-22	139-22	139-15	139-27
PP	139-11	139-11	139-11	139-13
S1	139-02	139-02	139-11	139-07
S2	138-23	138-23	139-09
S3	138-03	138-14	139-08
S4	137-15	137-26	139-02

Weekly Pivots for week ending 16-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	144-07	143-17	140-00
R3	142-09	141-19	139-15
R2	140-11	140-11	139-09
R1	139-21	139-21	139-04	140-00
PP	138-13	138-13	138-13	138-19
S1	137-23	137-23	138-24	138-02
S2	136-15	136-15	138-19
S3	134-17	135-25	138-13
S4	132-19	133-27	137-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-20	137-15	2-05	1.5%	0-30	0.7%	90%	True	False	17,309
10	139-20	136-05	3-15	2.5%	0-29	0.6%	94%	True	False	9,664
20	139-20	136-05	3-15	2.5%	0-28	0.6%	94%	True	False	5,352
40	140-14	135-30	4-16	3.2%	0-27	0.6%	77%	False	False	2,697

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	142-09
2.618	141-08
1.618	140-20
1.000	140-08
0.618	140-00
HIGH	139-20
0.618	139-12
0.500	139-10
0.382	139-08
LOW	139-00
0.618	138-20
1.000	138-12
1.618	138-00
2.618	137-12
4.250	136-11

Fisher Pivots for day following 20-Nov-2018
Pivot	1 day	3 day
R1	139-12	139-07
PP	139-11	139-01
S1	139-10	138-28

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

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