ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	163-12	162-14	-0-30	-0.6%	164-07
High	163-28	162-15	-1-13	-0.9%	165-10
Low	161-20	161-22	0-02	0.0%	161-20
Close	162-08	162-10	0-02	0.0%	162-08
Range	2-08	0-25	-1-15	-65.3%	3-22
ATR	1-26	1-24	-0-02	-4.1%	0-00
Volume	296,818	168,509	-128,309	-43.2%	1,355,318

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	164-16	164-06	162-24
R3	163-23	163-13	162-17
R2	162-30	162-30	162-15
R1	162-20	162-20	162-12	162-12
PP	162-05	162-05	162-05	162-01
S1	161-27	161-27	162-08	161-20
S2	161-12	161-12	162-05
S3	160-19	161-02	162-03
S4	159-26	160-09	161-28

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-04	171-28	164-09
R3	170-14	168-06	163-08
R2	166-24	166-24	162-30
R1	164-16	164-16	162-19	163-25
PP	163-02	163-02	163-02	162-22
S1	160-26	160-26	161-29	160-03
S2	159-12	159-12	161-18
S3	155-22	157-04	161-08
S4	152-00	153-14	160-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-10	161-20	3-22	2.3%	1-23	1.1%	19%	False	False	251,410
10	167-15	161-20	5-27	3.6%	1-20	1.0%	12%	False	False	253,114
20	169-12	161-18	7-26	4.8%	1-28	1.1%	10%	False	False	131,814
40	169-12	154-00	15-12	9.5%	1-20	1.0%	54%	False	False	66,297

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	165-25
2.618	164-16
1.618	163-23
1.000	163-08
0.618	162-30
HIGH	162-15
0.618	162-05
0.500	162-02
0.382	162-00
LOW	161-22
0.618	161-07
1.000	160-29
1.618	160-14
2.618	159-21
4.250	158-12

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	162-08	162-24
PP	162-05	162-19
S1	162-02	162-15

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

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