ECBOT 30 Year Treasury Bond Future March 2019

Trading Metrics calculated at close of trading on 29-Nov-2018

Day Change Summary
	Previous	Current
	28-Nov-2018	29-Nov-2018	Change	Change %	Previous Week
Open	139-09	139-02	-0-07	-0.2%	139-05
High	139-15	140-04	0-21	0.5%	139-29
Low	138-28	138-31	0-03	0.1%	138-13
Close	139-10	139-16	0-06	0.1%	139-12
Range	0-19	1-05	0-18	94.7%	1-16
ATR	0-26	0-27	0-01	3.0%	0-00
Volume	356,140	368,651	12,511	3.5%	174,656

Daily Pivots for day following 29-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	143-00	142-13	140-04
R3	141-27	141-08	139-26
R2	140-22	140-22	139-23
R1	140-03	140-03	139-19	140-12
PP	139-17	139-17	139-17	139-22
S1	138-30	138-30	139-13	139-08
S2	138-12	138-12	139-09
S3	137-07	137-25	139-06
S4	136-02	136-20	138-28

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	140-04	138-28	1-08	0.9%	0-23	0.5%	50%	True	False	341,822
10	140-04	137-30	2-06	1.6%	0-24	0.5%	71%	True	False	186,250
20	140-04	136-05	3-31	2.8%	0-27	0.6%	84%	True	False	94,155
40	140-04	135-30	4-06	3.0%	0-27	0.6%	85%	True	False	47,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	145-01
2.618	143-05
1.618	142-00
1.000	141-09
0.618	140-27
HIGH	140-04
0.618	139-22
0.500	139-18
0.382	139-13
LOW	138-31
0.618	138-08
1.000	137-26
1.618	137-03
2.618	135-30
4.250	134-02

Fisher Pivots for day following 29-Nov-2018
Pivot	1 day	3 day
R1	139-18	139-16
PP	139-17	139-16
S1	139-17	139-16

Download as Excel Spreadsheet

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

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