ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	171-20	171-25	0-05	0.1%	171-26
High	172-09	172-05	-0-04	-0.1%	172-22
Low	170-22	171-05	0-15	0.3%	169-31
Close	171-20	171-18	-0-02	0.0%	171-20
Range	1-19	1-00	-0-19	-37.3%	2-23
ATR	1-28	1-26	-0-02	-3.4%	0-00
Volume	208,978	145,806	-63,172	-30.2%	958,840

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-20	174-03	172-04
R3	173-20	173-03	171-27
R2	172-20	172-20	171-24
R1	172-03	172-03	171-21	171-28
PP	171-20	171-20	171-20	171-16
S1	171-03	171-03	171-15	170-28
S2	170-20	170-20	171-12
S3	169-20	170-03	171-09
S4	168-20	169-03	171-00

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%	1-11	0.8%	59%	False	False	186,589
10	176-07	169-31	6-08	3.6%	1-24	1.0%	26%	False	False	219,504
20	177-11	169-31	7-12	4.3%	1-29	1.1%	22%	False	False	246,547
40	177-11	161-23	15-20	9.1%	1-25	1.0%	63%	False	False	246,967
60	177-11	160-15	16-28	9.8%	1-20	0.9%	66%	False	False	177,011
80	177-11	159-20	17-23	10.3%	1-16	0.9%	67%	False	False	132,819
100	177-11	159-20	17-23	10.3%	1-09	0.7%	67%	False	False	106,256
120	177-11	159-20	17-23	10.3%	1-04	0.6%	67%	False	False	88,547

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	176-13
2.618	174-25
1.618	173-25
1.000	173-05
0.618	172-25
HIGH	172-05
0.618	171-25
0.500	171-21
0.382	171-17
LOW	171-05
0.618	170-17
1.000	170-05
1.618	169-17
2.618	168-17
4.250	166-29

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	171-21	171-13
PP	171-20	171-09
S1	171-19	171-04

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

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