ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 28-Jul-2016

Day Change Summary
	Previous	Current
	27-Jul-2016	28-Jul-2016	Change	Change %	Previous Week
Open	171-25	173-17	1-24	1.0%	171-26
High	173-19	173-23	0-04	0.1%	172-22
Low	170-31	172-17	1-18	0.9%	169-31
Close	173-07	173-11	0-04	0.1%	171-20
Range	2-20	1-06	-1-14	-54.8%	2-23
ATR	1-27	1-26	-0-02	-2.6%	0-00
Volume	241,264	214,186	-27,078	-11.2%	958,840

Daily Pivots for day following 28-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-24	176-08	174-00
R3	175-18	175-02	173-21
R2	174-12	174-12	173-18
R1	173-28	173-28	173-14	173-17
PP	173-06	173-06	173-06	173-01
S1	172-22	172-22	173-08	172-11
S2	172-00	172-00	173-04
S3	170-26	171-16	173-01
S4	169-20	170-10	172-22

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	173-23	170-22	3-01	1.7%	1-19	0.9%	88%	True	False	204,658
10	173-23	169-31	3-24	2.2%	1-18	0.9%	90%	True	False	200,803
20	177-11	169-31	7-12	4.3%	1-28	1.1%	46%	False	False	241,520
40	177-11	163-22	13-21	7.9%	1-26	1.0%	71%	False	False	244,869
60	177-11	161-23	15-20	9.0%	1-20	0.9%	74%	False	False	188,121
80	177-11	159-20	17-23	10.2%	1-17	0.9%	77%	False	False	141,172
100	177-11	159-20	17-23	10.2%	1-11	0.8%	77%	False	False	112,941
120	177-11	159-20	17-23	10.2%	1-05	0.7%	77%	False	False	94,118

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	0-14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	178-24
2.618	176-26
1.618	175-20
1.000	174-29
0.618	174-14
HIGH	173-23
0.618	173-08
0.500	173-04
0.382	173-00
LOW	172-17
0.618	171-26
1.000	171-11
1.618	170-20
2.618	169-14
4.250	167-16

Fisher Pivots for day following 28-Jul-2016
Pivot	1 day	3 day
R1	173-09	173-00
PP	173-06	172-22
S1	173-04	172-11

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

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