ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 13-Apr-2016

Day Change Summary
	Previous	Current
	12-Apr-2016	13-Apr-2016	Change	Change %	Previous Week
Open	164-20	163-27	-0-25	-0.5%	163-18
High	164-20	164-17	-0-03	-0.1%	165-27
Low	163-21	163-15	-0-06	-0.1%	163-12
Close	163-23	164-17	0-26	0.5%	164-28
Range	0-31	1-02	0-03	9.7%	2-15
ATR	1-02	1-02	0-00	-0.1%	0-00
Volume	337	690	353	104.7%	631

Daily Pivots for day following 13-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-12	167-00	165-04
R3	166-10	165-30	164-26
R2	165-08	165-08	164-23
R1	164-28	164-28	164-20	165-02
PP	164-06	164-06	164-06	164-09
S1	163-26	163-26	164-14	164-00
S2	163-04	163-04	164-11
S3	162-02	162-24	164-08
S4	161-00	161-22	163-30

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-03	170-31	166-07
R3	169-20	168-16	165-18
R2	167-05	167-05	165-10
R1	166-01	166-01	165-03	166-19
PP	164-22	164-22	164-22	165-00
S1	163-18	163-18	164-21	164-04
S2	162-07	162-07	164-14
S3	159-24	161-03	164-06
S4	157-09	158-20	163-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-27	163-15	2-12	1.4%	1-04	0.7%	45%	False	True	278
10	165-27	162-09	3-18	2.2%	1-00	0.6%	63%	False	False	173
20	165-27	160-08	5-19	3.4%	0-23	0.4%	77%	False	False	89
40	165-27	159-31	5-28	3.6%	0-15	0.3%	78%	False	False	45
60	168-22	157-21	11-01	6.7%	0-12	0.2%	62%	False	False	30

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169-02
2.618	167-10
1.618	166-08
1.000	165-19
0.618	165-06
HIGH	164-17
0.618	164-04
0.500	164-00
0.382	163-28
LOW	163-15
0.618	162-26
1.000	162-13
1.618	161-24
2.618	160-22
4.250	158-31

Fisher Pivots for day following 13-Apr-2016
Pivot	1 day	3 day
R1	164-11	164-16
PP	164-06	164-14
S1	164-00	164-13

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

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