ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	165-26	166-10	0-16	0.3%	162-21
High	166-22	167-04	0-14	0.3%	166-28
Low	165-20	166-09	0-21	0.4%	161-23
Close	166-15	166-27	0-12	0.2%	166-19
Range	1-02	0-27	-0-07	-20.6%	5-05
ATR	1-11	1-10	-0-01	-2.7%	0-00
Volume	178,079	182,442	4,363	2.5%	1,130,964

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-09	168-29	167-10
R3	168-14	168-02	167-02
R2	167-19	167-19	167-00
R1	167-07	167-07	166-29	167-13
PP	166-24	166-24	166-24	166-27
S1	166-12	166-12	166-25	166-18
S2	165-29	165-29	166-22
S3	165-02	165-17	166-20
S4	164-07	164-22	166-12

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	180-17	178-23	169-14
R3	175-12	173-18	168-00
R2	170-07	170-07	167-17
R1	168-13	168-13	167-02	169-10
PP	165-02	165-02	165-02	165-16
S1	163-08	163-08	166-04	164-05
S2	159-29	159-29	165-21
S3	154-24	158-03	165-06
S4	149-19	152-30	163-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167-04	163-22	3-14	2.1%	1-11	0.8%	92%	True	False	228,211
10	167-04	161-23	5-13	3.2%	1-09	0.8%	95%	True	False	237,183
20	167-04	161-23	5-13	3.2%	1-10	0.8%	95%	True	False	131,512
40	167-04	159-20	7-16	4.5%	1-10	0.8%	96%	True	False	65,983
60	167-04	159-20	7-16	4.5%	1-03	0.7%	96%	True	False	44,007
80	167-04	159-20	7-16	4.5%	0-28	0.5%	96%	True	False	33,005
100	168-22	157-21	11-01	6.6%	0-24	0.4%	83%	False	False	26,404

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-08
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	170-23
2.618	169-11
1.618	168-16
1.000	167-31
0.618	167-21
HIGH	167-04
0.618	166-26
0.500	166-22
0.382	166-19
LOW	166-09
0.618	165-24
1.000	165-14
1.618	164-29
2.618	164-02
4.250	162-22

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	166-26	166-22
PP	166-24	166-17
S1	166-22	166-12

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

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