ECBOT 30 Year Treasury Bond Future March 2019

Trading Metrics calculated at close of trading on 04-Dec-2018

Day Change Summary
	Previous	Current
	03-Dec-2018	04-Dec-2018	Change	Change %	Previous Week
Open	139-22	140-30	1-08	0.9%	139-17
High	141-01	143-00	1-31	1.4%	140-11
Low	139-14	140-27	1-13	1.0%	138-28
Close	140-17	142-05	1-20	1.2%	139-29
Range	1-19	2-05	0-18	35.3%	1-15
ATR	0-29	1-00	0-04	12.6%	0-00
Volume	347,467	665	-346,802	-99.8%	2,026,946

Daily Pivots for day following 04-Dec-2018
	Classic	Woodie	Camarilla	DeMark
R4	148-15	147-15	143-11
R3	146-10	145-10	142-24
R2	144-05	144-05	142-18
R1	143-05	143-05	142-11	143-21
PP	142-00	142-00	142-00	142-08
S1	141-00	141-00	141-31	141-16
S2	139-27	139-27	141-24
S3	137-22	138-27	141-18
S4	135-17	136-22	140-31

Weekly Pivots for week ending 30-Nov-2018
	Classic	Woodie	Camarilla	DeMark
R4	144-04	143-15	140-23
R3	142-21	142-00	140-10
R2	141-06	141-06	140-06
R1	140-17	140-17	140-01	140-28
PP	139-23	139-23	139-23	139-28
S1	139-02	139-02	139-25	139-13
S2	138-08	138-08	139-20
S3	136-25	137-19	139-16
S4	135-10	136-04	139-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-00	138-28	4-04	2.9%	1-08	0.9%	80%	True	False	285,026
10	143-00	138-26	4-06	2.9%	0-30	0.7%	80%	True	False	253,354
20	143-00	136-05	6-27	4.8%	0-29	0.6%	88%	True	False	128,970
40	143-00	135-30	7-02	5.0%	0-29	0.6%	88%	True	False	64,729

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 50 trading days

Fibonacci Retracements and Extensions
4.250	152-05
2.618	148-21
1.618	146-16
1.000	145-05
0.618	144-11
HIGH	143-00
0.618	142-06
0.500	141-30
0.382	141-21
LOW	140-27
0.618	139-16
1.000	138-22
1.618	137-11
2.618	135-06
4.250	131-22

Fisher Pivots for day following 04-Dec-2018
Pivot	1 day	3 day
R1	142-03	141-27
PP	142-00	141-17
S1	141-30	141-07

Download as Excel Spreadsheet

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

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