ECBOT 30 Year Treasury Bond Future March 2019

Trading Metrics calculated at close of trading on 21-Nov-2018

Day Change Summary
	Previous	Current
	20-Nov-2018	21-Nov-2018	Change	Change %	Previous Week
Open	139-01	139-07	0-06	0.1%	137-11
High	139-20	139-10	-0-10	-0.2%	139-04
Low	139-00	138-26	-0-06	-0.1%	137-06
Close	139-13	139-09	-0-04	-0.1%	138-30
Range	0-20	0-16	-0-04	-20.0%	1-30
ATR	0-29	0-28	-0-01	-2.5%	0-00
Volume	52,176	71,915	19,739	37.8%	21,360

Daily Pivots for day following 21-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	140-20	140-15	139-18
R3	140-04	139-31	139-13
R2	139-20	139-20	139-12
R1	139-15	139-15	139-10	139-18
PP	139-04	139-04	139-04	139-06
S1	138-31	138-31	139-08	139-02
S2	138-20	138-20	139-06
S3	138-04	138-15	139-05
S4	137-20	137-31	139-00

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	137-30	1-22	1.2%	0-25	0.6%	80%	False	False	30,679
10	139-20	136-11	3-09	2.4%	0-26	0.6%	90%	False	False	16,742
20	139-20	136-05	3-15	2.5%	0-27	0.6%	90%	False	False	8,931
40	140-12	135-30	4-14	3.2%	0-27	0.6%	75%	False	False	4,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-05
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	141-14
2.618	140-20
1.618	140-04
1.000	139-26
0.618	139-20
HIGH	139-10
0.618	139-04
0.500	139-02
0.382	139-00
LOW	138-26
0.618	138-16
1.000	138-10
1.618	138-00
2.618	137-16
4.250	136-22

Fisher Pivots for day following 21-Nov-2018
Pivot	1 day	3 day
R1	139-07	139-06
PP	139-04	139-03
S1	139-02	139-01

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

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