ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	172-28	174-13	1-17	0.9%	171-22
High	174-27	175-19	0-24	0.4%	173-16
Low	172-14	174-04	1-22	1.0%	170-14
Close	174-24	174-13	-0-11	-0.2%	172-05
Range	2-13	1-15	-0-30	-39.0%	3-02
ATR	1-17	1-17	0-00	-0.2%	0-00
Volume	112	40	-72	-64.3%	175

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	179-04	178-07	175-07
R3	177-21	176-24	174-26
R2	176-06	176-06	174-22
R1	175-09	175-09	174-17	175-05
PP	174-23	174-23	174-23	174-20
S1	173-26	173-26	174-09	173-22
S2	173-08	173-08	174-04
S3	171-25	172-11	174-00
S4	170-10	170-28	173-19

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	181-07	179-24	173-27
R3	178-05	176-22	173-00
R2	175-03	175-03	172-23
R1	173-20	173-20	172-14	174-12
PP	172-01	172-01	172-01	172-13
S1	170-18	170-18	171-28	171-10
S2	168-31	168-31	171-19
S3	165-29	167-16	171-10
S4	162-27	164-14	170-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-19	170-14	5-05	3.0%	1-22	1.0%	77%	True	False	56
10	175-19	164-18	11-01	6.3%	1-09	0.7%	89%	True	False	36
20	175-19	164-18	11-01	6.3%	0-24	0.4%	89%	True	False	18
40	175-19	159-29	15-22	9.0%	0-13	0.2%	92%	True	False	9
60	175-19	158-20	16-31	9.7%	0-09	0.2%	93%	True	False	6

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	0-07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	181-27
2.618	179-14
1.618	177-31
1.000	177-02
0.618	176-16
HIGH	175-19
0.618	175-01
0.500	174-28
0.382	174-22
LOW	174-04
0.618	173-07
1.000	172-21
1.618	171-24
2.618	170-09
4.250	167-28

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	174-28	174-07
PP	174-23	174-01
S1	174-18	173-28

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

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