ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 29-Jul-2016

Day Change Summary
	Previous	Current
	28-Jul-2016	29-Jul-2016	Change	Change %	Previous Week
Open	173-17	173-13	-0-04	-0.1%	171-25
High	173-23	174-22	0-31	0.6%	174-22
Low	172-17	171-25	-0-24	-0.4%	170-31
Close	173-11	174-14	1-03	0.6%	174-14
Range	1-06	2-29	1-23	144.7%	3-23
ATR	1-26	1-28	0-03	4.3%	0-00
Volume	214,186	316,084	101,898	47.6%	1,130,397

Daily Pivots for day following 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	182-11	181-10	176-01
R3	179-14	178-13	175-08
R2	176-17	176-17	174-31
R1	175-16	175-16	174-23	176-00
PP	173-20	173-20	173-20	173-29
S1	172-19	172-19	174-05	173-04
S2	170-23	170-23	173-29
S3	167-26	169-22	173-20
S4	164-29	166-25	172-27

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	184-17	183-06	176-15
R3	180-26	179-15	175-15
R2	177-03	177-03	175-04
R1	175-24	175-24	174-25	176-14
PP	173-12	173-12	173-12	173-22
S1	172-01	172-01	174-03	172-22
S2	169-21	169-21	173-24
S3	165-30	168-10	173-13
S4	162-07	164-19	172-13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	174-22	170-31	3-23	2.1%	1-27	1.1%	93%	True	False	226,079
10	174-22	169-31	4-23	2.7%	1-21	1.0%	95%	True	False	208,923
20	177-11	169-31	7-12	4.2%	1-29	1.1%	61%	False	False	236,637
40	177-11	164-19	12-24	7.3%	1-27	1.1%	77%	False	False	246,941
60	177-11	161-23	15-20	9.0%	1-21	0.9%	81%	False	False	193,377
80	177-11	159-20	17-23	10.2%	1-18	0.9%	84%	False	False	145,123
100	177-11	159-20	17-23	10.2%	1-11	0.8%	84%	False	False	116,102
120	177-11	159-20	17-23	10.2%	1-06	0.7%	84%	False	False	96,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-16
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	187-01
2.618	182-09
1.618	179-12
1.000	177-19
0.618	176-15
HIGH	174-22
0.618	173-18
0.500	173-08
0.382	172-29
LOW	171-25
0.618	170-00
1.000	168-28
1.618	167-03
2.618	164-06
4.250	159-14

Fisher Pivots for day following 29-Jul-2016
Pivot	1 day	3 day
R1	174-01	173-29
PP	173-20	173-12
S1	173-08	172-26

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

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