ECBOT 30 Year Treasury Bond Future September 2016

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

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	167-20	167-09	-0-11	-0.2%	168-14
High	168-10	167-28	-0-14	-0.3%	171-07
Low	167-05	167-04	-0-01	0.0%	168-05
Close	167-19	167-23	0-04	0.1%	169-05
Range	1-05	0-24	-0-13	-35.1%	3-02
ATR	1-11	1-10	-0-01	-3.1%	0-00
Volume	177,873	161,620	-16,253	-9.1%	1,249,534

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-26	169-17	168-04
R3	169-02	168-25	167-30
R2	168-10	168-10	167-27
R1	168-01	168-01	167-25	168-06
PP	167-18	167-18	167-18	167-21
S1	167-09	167-09	167-21	167-14
S2	166-26	166-26	167-19
S3	166-02	166-17	167-16
S4	165-10	165-25	167-10

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	167-04	4-03	2.4%	1-05	0.7%	15%	False	True	212,106
10	171-07	166-23	4-16	2.7%	1-07	0.7%	22%	False	False	234,913
20	171-07	161-23	9-16	5.7%	1-08	0.7%	63%	False	False	236,048
40	171-07	160-01	11-06	6.7%	1-10	0.8%	69%	False	False	124,645
60	171-07	159-20	11-19	6.9%	1-07	0.7%	70%	False	False	83,158
80	171-07	159-20	11-19	6.9%	1-00	0.6%	70%	False	False	62,369
100	171-07	159-06	12-01	7.2%	0-28	0.5%	71%	False	False	49,896
120	171-07	152-12	18-27	11.2%	0-23	0.4%	81%	False	False	41,580

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 17 trading days

Fibonacci Retracements and Extensions
4.250	171-02
2.618	169-27
1.618	169-03
1.000	168-20
0.618	168-11
HIGH	167-28
0.618	167-19
0.500	167-16
0.382	167-13
LOW	167-04
0.618	166-21
1.000	166-12
1.618	165-29
2.618	165-05
4.250	163-30

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	167-21	167-31
PP	167-18	167-28
S1	167-16	167-26

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

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