ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	161-00	161-18	0-18	0.3%	160-07
High	161-00	161-18	0-18	0.3%	162-00
Low	160-18	160-24	0-06	0.1%	160-07
Close	160-18	160-24	0-06	0.1%	161-31
Range	0-14	0-26	0-12	85.7%	1-25
ATR	1-00	1-00	0-00	0.0%	0-00
Volume	1	5	4	400.0%	20

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	163-15	162-29	161-06
R3	162-21	162-03	160-31
R2	161-27	161-27	160-29
R1	161-09	161-09	160-26	161-05
PP	161-01	161-01	161-01	160-30
S1	160-15	160-15	160-22	160-11
S2	160-07	160-07	160-19
S3	159-13	159-21	160-17
S4	158-19	158-27	160-10

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-24	166-04	162-30
R3	164-31	164-11	162-15
R2	163-06	163-06	162-09
R1	162-18	162-18	162-04	162-28
PP	161-13	161-13	161-13	161-18
S1	160-25	160-25	161-26	161-03
S2	159-20	159-20	161-21
S3	157-27	159-00	161-15
S4	156-02	157-07	161-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	162-00	160-08	1-24	1.1%	0-16	0.3%	29%	False	False	4
10	162-00	159-31	2-01	1.3%	0-13	0.3%	38%	False	False	3
20	165-16	159-31	5-17	3.4%	0-10	0.2%	14%	False	False	2
40	168-22	158-21	10-01	6.2%	0-09	0.2%	21%	False	False	1
60	168-22	151-30	16-24	10.4%	0-06	0.1%	53%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	165-00
2.618	163-22
1.618	162-28
1.000	162-12
0.618	162-02
HIGH	161-18
0.618	161-08
0.500	161-05
0.382	161-02
LOW	160-24
0.618	160-08
1.000	159-30
1.618	159-14
2.618	158-20
4.250	157-10

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	161-05	161-09
PP	161-01	161-03
S1	160-28	160-30

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

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