ECBOT 30 Year Treasury Bond Future September 2016

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

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	171-11	171-20	0-09	0.2%	171-26
High	171-24	172-09	0-17	0.3%	172-22
Low	169-31	170-22	0-23	0.4%	169-31
Close	171-15	171-20	0-05	0.1%	171-20
Range	1-25	1-19	-0-06	-10.5%	2-23
ATR	1-29	1-28	-0-01	-1.2%	0-00
Volume	259,257	208,978	-50,279	-19.4%	958,840

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-10	175-18	172-16
R3	174-23	173-31	172-02
R2	173-04	173-04	171-29
R1	172-12	172-12	171-25	172-14
PP	171-17	171-17	171-17	171-18
S1	170-25	170-25	171-15	170-26
S2	169-30	169-30	171-11
S3	168-11	169-06	171-06
S4	166-24	167-19	170-24

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-19	178-10	173-04
R3	176-28	175-19	172-12
R2	174-05	174-05	172-04
R1	172-28	172-28	171-28	172-05
PP	171-14	171-14	171-14	171-02
S1	170-05	170-05	171-12	169-14
S2	168-23	168-23	171-04
S3	166-00	167-14	170-28
S4	163-09	164-23	170-04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-22	169-31	2-23	1.6%	1-15	0.9%	61%	False	False	191,768
10	177-11	169-31	7-12	4.3%	1-26	1.1%	22%	False	False	225,014
20	177-11	165-25	11-18	6.7%	2-08	1.3%	51%	False	False	264,726
40	177-11	161-23	15-20	9.1%	1-25	1.0%	63%	False	False	249,020
60	177-11	160-15	16-28	9.8%	1-20	0.9%	66%	False	False	174,584
80	177-11	159-20	17-23	10.3%	1-16	0.9%	68%	False	False	130,997
100	177-11	159-20	17-23	10.3%	1-09	0.7%	68%	False	False	104,798
120	177-11	159-20	17-23	10.3%	1-03	0.6%	68%	False	False	87,332

Crabel Price Patterns
NR	True
NR4	False
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	0-11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	179-02
2.618	176-15
1.618	174-28
1.000	173-28
0.618	173-09
HIGH	172-09
0.618	171-22
0.500	171-16
0.382	171-09
LOW	170-22
0.618	169-22
1.000	169-03
1.618	168-03
2.618	166-16
4.250	163-29

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	171-18	171-15
PP	171-17	171-11
S1	171-16	171-06

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

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