ECBOT 30 Year Treasury Bond Future September 2016

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

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	167-14	168-14	1-00	0.6%	166-23
High	168-30	168-30	0-00	0.0%	168-30
Low	167-13	168-05	0-24	0.4%	165-20
Close	168-11	168-25	0-14	0.3%	168-11
Range	1-17	0-25	-0-24	-49.0%	3-10
ATR	1-11	1-09	-0-01	-2.9%	0-00
Volume	271,349	219,632	-51,717	-19.1%	1,125,703

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	170-31	170-21	169-07
R3	170-06	169-28	169-00
R2	169-13	169-13	168-30
R1	169-03	169-03	168-27	169-08
PP	168-20	168-20	168-20	168-22
S1	168-10	168-10	168-23	168-15
S2	167-27	167-27	168-20
S3	167-02	167-17	168-18
S4	166-09	166-24	168-11

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-18	176-09	170-05
R3	174-08	172-31	169-08
R2	170-30	170-30	168-30
R1	169-21	169-21	168-21	170-10
PP	167-20	167-20	167-20	167-31
S1	166-11	166-11	168-01	167-00
S2	164-10	164-10	167-24
S3	161-00	163-01	167-14
S4	157-22	159-23	166-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	168-30	165-20	3-10	2.0%	1-04	0.7%	95%	True	False	225,535
10	168-30	161-23	7-07	4.3%	1-12	0.8%	98%	True	False	247,629
20	168-30	161-23	7-07	4.3%	1-10	0.8%	98%	True	False	169,730
40	168-30	159-20	9-10	5.5%	1-10	0.8%	98%	True	False	85,143
60	168-30	159-20	9-10	5.5%	1-04	0.7%	98%	True	False	56,793
80	168-30	159-20	9-10	5.5%	0-29	0.5%	98%	True	False	42,595
100	168-30	157-21	11-09	6.7%	0-25	0.5%	99%	True	False	34,076

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	0-07
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	172-08
2.618	170-31
1.618	170-06
1.000	169-23
0.618	169-13
HIGH	168-30
0.618	168-20
0.500	168-18
0.382	168-15
LOW	168-05
0.618	167-22
1.000	167-12
1.618	166-29
2.618	166-04
4.250	164-27

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	168-22	168-15
PP	168-20	168-05
S1	168-18	167-26

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

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