ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 27-Jun-2016

Day Change Summary
	Previous	Current
	24-Jun-2016	27-Jun-2016	Change	Change %	Previous Week
Open	169-18	171-22	2-04	1.3%	166-25
High	171-05	172-00	0-27	0.5%	171-05
Low	168-17	171-11	2-26	1.7%	164-18
Close	168-17	171-23	3-06	1.9%	168-17
Range	2-20	0-21	-1-31	-75.0%	6-19
ATR	1-06	1-11	0-05	13.9%	0-00
Volume	33	30	-3	-9.1%	34

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-21	173-11	172-03
R3	173-00	172-22	171-29
R2	172-11	172-11	171-27
R1	172-01	172-01	171-25	172-06
PP	171-22	171-22	171-22	171-25
S1	171-12	171-12	171-21	171-17
S2	171-01	171-01	171-19
S3	170-12	170-23	171-17
S4	169-23	170-02	171-11

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	187-28	184-25	172-05
R3	181-09	178-06	170-11
R2	174-22	174-22	169-24
R1	171-19	171-19	169-04	173-05
PP	168-03	168-03	168-03	168-27
S1	165-00	165-00	167-30	166-18
S2	161-16	161-16	167-10
S3	154-29	158-13	166-23
S4	148-10	151-26	164-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	172-00	164-18	7-14	4.3%	0-23	0.4%	96%	True	False	12
10	172-00	164-18	7-14	4.3%	0-12	0.2%	96%	True	False	6
20	172-00	162-02	9-30	5.8%	0-10	0.2%	97%	True	False	3
40	172-00	159-18	12-14	7.2%	0-05	0.1%	98%	True	False	1
60	172-00	158-20	13-12	7.8%	0-04	0.1%	98%	True	False	1

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	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	174-25
2.618	173-23
1.618	173-02
1.000	172-21
0.618	172-13
HIGH	172-00
0.618	171-24
0.500	171-22
0.382	171-19
LOW	171-11
0.618	170-30
1.000	170-22
1.618	170-09
2.618	169-20
4.250	168-18

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	171-23	170-18
PP	171-22	169-14
S1	171-22	168-09

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

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