ECBOT 30 Year Treasury Bond Future March 2019

Trading Metrics calculated at close of trading on 23-Nov-2018

Day Change Summary
	Previous	Current
	21-Nov-2018	23-Nov-2018	Change	Change %	Previous Week
Open	139-07	139-07	0-00	0.0%	139-05
High	139-10	139-29	0-19	0.4%	139-29
Low	138-26	139-02	0-08	0.2%	138-13
Close	139-09	139-12	0-03	0.1%	139-12
Range	0-16	0-27	0-11	68.8%	1-16
ATR	0-28	0-28	0-00	-0.3%	0-00
Volume	71,915	34,373	-37,542	-52.2%	174,656

Daily Pivots for day following 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	141-31	141-17	139-27
R3	141-04	140-22	139-19
R2	140-09	140-09	139-17
R1	139-27	139-27	139-14	140-02
PP	139-14	139-14	139-14	139-18
S1	139-00	139-00	139-10	139-07
S2	138-19	138-19	139-07
S3	137-24	138-05	139-05
S4	136-29	137-10	138-29

Weekly Pivots for week ending 23-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	143-23	143-02	140-06
R3	142-07	141-18	139-25
R2	140-23	140-23	139-21
R1	140-02	140-02	139-16	140-13
PP	139-07	139-07	139-07	139-13
S1	138-18	138-18	139-08	138-29
S2	137-23	137-23	139-03
S3	136-07	137-02	138-31
S4	134-23	135-18	138-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-29	138-03	1-26	1.3%	0-25	0.6%	71%	True	False	36,197
10	139-29	136-13	3-16	2.5%	0-27	0.6%	85%	True	False	19,955
20	139-29	136-05	3-24	2.7%	0-27	0.6%	86%	True	False	10,606
40	140-12	135-30	4-14	3.2%	0-27	0.6%	77%	False	False	5,354

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	143-16
2.618	142-04
1.618	141-09
1.000	140-24
0.618	140-14
HIGH	139-29
0.618	139-19
0.500	139-16
0.382	139-12
LOW	139-02
0.618	138-17
1.000	138-07
1.618	137-22
2.618	136-27
4.250	135-15

Fisher Pivots for day following 23-Nov-2018
Pivot	1 day	3 day
R1	139-16	139-12
PP	139-14	139-12
S1	139-13	139-12

Download as Excel Spreadsheet

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

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