ECBOT 30 Year Treasury Bond Future September 2016

Trading Metrics calculated at close of trading on 08-Aug-2016

Day Change Summary
	Previous	Current
	05-Aug-2016	08-Aug-2016	Change	Change %	Previous Week
Open	173-10	171-12	-1-30	-1.1%	174-18
High	173-21	171-24	-1-29	-1.1%	174-19
Low	171-11	170-26	-0-17	-0.3%	171-04
Close	171-18	171-21	0-03	0.1%	171-18
Range	2-10	0-30	-1-12	-59.5%	3-15
ATR	1-30	1-27	-0-02	-3.7%	0-00
Volume	247,061	167,001	-80,060	-32.4%	1,188,359

Daily Pivots for day following 08-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-07	173-28	172-06
R3	173-09	172-30	171-29
R2	172-11	172-11	171-26
R1	172-00	172-00	171-24	172-06
PP	171-13	171-13	171-13	171-16
S1	171-02	171-02	171-18	171-08
S2	170-15	170-15	171-16
S3	169-17	170-04	171-13
S4	168-19	169-06	171-04

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	182-27	180-21	173-15
R3	179-12	177-06	172-17
R2	175-29	175-29	172-06
R1	173-23	173-23	171-28	173-02
PP	172-14	172-14	172-14	172-03
S1	170-08	170-08	171-08	169-20
S2	168-31	168-31	170-30
S3	165-16	166-25	170-19
S4	162-01	163-10	169-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	173-26	170-26	3-00	1.7%	1-22	1.0%	28%	False	True	227,326
10	174-22	170-26	3-28	2.3%	1-28	1.1%	22%	False	True	233,995
20	176-07	169-31	6-08	3.6%	1-26	1.1%	27%	False	False	226,749
40	177-11	165-25	11-18	6.7%	1-28	1.1%	51%	False	False	244,441
60	177-11	161-23	15-20	9.1%	1-22	1.0%	64%	False	False	215,889
80	177-11	159-20	17-23	10.3%	1-19	0.9%	68%	False	False	162,047
100	177-11	159-20	17-23	10.3%	1-14	0.8%	68%	False	False	129,656
120	177-11	159-20	17-23	10.3%	1-07	0.7%	68%	False	False	108,047

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-15
Narrowest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	175-24
2.618	174-07
1.618	173-09
1.000	172-22
0.618	172-11
HIGH	171-24
0.618	171-13
0.500	171-09
0.382	171-05
LOW	170-26
0.618	170-07
1.000	169-28
1.618	169-09
2.618	168-11
4.250	166-26

Fisher Pivots for day following 08-Aug-2016
Pivot	1 day	3 day
R1	171-17	172-10
PP	171-13	172-03
S1	171-09	171-28

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

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