ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	169-19	169-29	0-10	0.2%	168-14
High	171-07	170-00	-1-07	-0.7%	171-07
Low	169-18	168-31	-0-19	-0.4%	168-05
Close	170-06	169-05	-1-01	-0.6%	169-05
Range	1-21	1-01	-0-20	-37.7%	3-02
ATR	1-11	1-11	0-00	-0.7%	0-00
Volume	316,496	191,960	-124,536	-39.3%	1,249,534

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-15	171-27	169-23
R3	171-14	170-26	169-14
R2	170-13	170-13	169-11
R1	169-25	169-25	169-08	169-18
PP	169-12	169-12	169-12	169-09
S1	168-24	168-24	169-02	168-18
S2	168-11	168-11	168-31
S3	167-10	167-23	168-28
S4	166-09	166-22	168-19

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-22	177-00	170-27
R3	175-20	173-30	170-00
R2	172-18	172-18	169-23
R1	170-28	170-28	169-14	171-23
PP	169-16	169-16	169-16	169-30
S1	167-26	167-26	168-28	168-21
S2	166-14	166-14	168-19
S3	163-12	164-24	168-10
S4	160-10	161-22	167-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171-07	168-05	3-02	1.8%	1-07	0.7%	33%	False	False	249,906
10	171-07	165-20	5-19	3.3%	1-07	0.7%	63%	False	False	237,523
20	171-07	161-23	9-16	5.6%	1-08	0.7%	78%	False	False	220,225
40	171-07	159-20	11-19	6.9%	1-09	0.8%	82%	False	False	110,877
60	171-07	159-20	11-19	6.9%	1-06	0.7%	82%	False	False	73,957
80	171-07	159-20	11-19	6.9%	0-31	0.6%	82%	False	False	55,468
100	171-07	158-21	12-18	7.4%	0-27	0.5%	84%	False	False	44,375
120	171-07	151-30	19-09	11.4%	0-22	0.4%	89%	False	False	36,979

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-06
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	174-12
2.618	172-22
1.618	171-21
1.000	171-01
0.618	170-20
HIGH	170-00
0.618	169-19
0.500	169-16
0.382	169-12
LOW	168-31
0.618	168-11
1.000	167-30
1.618	167-10
2.618	166-09
4.250	164-19

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	169-16	169-26
PP	169-12	169-19
S1	169-08	169-12

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

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