ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 03-Aug-2016

Day Change Summary
	Previous	Current
	02-Aug-2016	03-Aug-2016	Change	Change %	Previous Week
Open	172-22	171-31	-0-23	-0.4%	171-25
High	173-02	172-21	-0-13	-0.2%	174-22
Low	171-04	171-14	0-10	0.2%	170-31
Close	172-11	172-05	-0-06	-0.1%	174-14
Range	1-30	1-07	-0-23	-37.1%	3-23
ATR	1-30	1-28	-0-02	-2.6%	0-00
Volume	297,116	203,141	-93,975	-31.6%	1,130,397

Daily Pivots for day following 03-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-24	175-05	172-26
R3	174-17	173-30	172-16
R2	173-10	173-10	172-12
R1	172-23	172-23	172-09	173-00
PP	172-03	172-03	172-03	172-07
S1	171-16	171-16	172-01	171-26
S2	170-28	170-28	171-30
S3	169-21	170-09	171-26
S4	168-14	169-02	171-16

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	171-04	3-18	2.1%	1-27	1.1%	29%	False	False	249,850
10	174-22	169-31	4-23	2.7%	1-25	1.0%	46%	False	False	231,761
20	177-11	169-31	7-12	4.3%	1-26	1.1%	30%	False	False	231,229
40	177-11	165-25	11-18	6.7%	1-27	1.1%	55%	False	False	246,781
60	177-11	161-23	15-20	9.1%	1-21	1.0%	67%	False	False	205,324
80	177-11	159-20	17-23	10.3%	1-18	0.9%	71%	False	False	154,106
100	177-11	159-20	17-23	10.3%	1-13	0.8%	71%	False	False	123,292
120	177-11	159-20	17-23	10.3%	1-06	0.7%	71%	False	False	102,743

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	177-27
2.618	175-27
1.618	174-20
1.000	173-28
0.618	173-13
HIGH	172-21
0.618	172-06
0.500	172-02
0.382	171-29
LOW	171-14
0.618	170-22
1.000	170-07
1.618	169-15
2.618	168-08
4.250	166-08

Fisher Pivots for day following 03-Aug-2016
Pivot	1 day	3 day
R1	172-04	172-28
PP	172-03	172-20
S1	172-02	172-12

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

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