ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 13-Jul-2016

Day Change Summary
	Previous	Current
	12-Jul-2016	13-Jul-2016	Change	Change %	Previous Week
Open	174-06	172-16	-1-22	-1.0%	172-28
High	174-06	173-22	-0-16	-0.3%	175-19
Low	171-28	172-16	0-20	0.4%	172-14
Close	172-11	173-16	1-05	0.7%	175-15
Range	2-10	1-06	-1-04	-48.6%	3-05
ATR	1-16	1-16	0-00	-0.7%	0-00
Volume	98	49	-49	-50.0%	178

Daily Pivots for day following 13-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	176-25	176-11	174-05
R3	175-19	175-05	173-26
R2	174-13	174-13	173-23
R1	173-31	173-31	173-19	174-06
PP	173-07	173-07	173-07	173-11
S1	172-25	172-25	173-13	173-00
S2	172-01	172-01	173-09
S3	170-27	171-19	173-06
S4	169-21	170-13	172-27

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	183-31	182-28	177-07
R3	180-26	179-23	176-11
R2	177-21	177-21	176-02
R1	176-18	176-18	175-24	177-04
PP	174-16	174-16	174-16	174-25
S1	173-13	173-13	175-06	173-31
S2	171-11	171-11	174-28
S3	168-06	170-08	174-19
S4	165-01	167-03	173-23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	175-17	171-28	3-21	2.1%	1-11	0.8%	44%	False	False	44
10	175-19	170-14	5-05	3.0%	1-17	0.9%	59%	False	False	50
20	175-19	164-18	11-01	6.4%	0-31	0.6%	81%	False	False	29
40	175-19	159-29	15-22	9.0%	0-18	0.3%	87%	False	False	14
60	175-19	158-20	16-31	9.8%	0-12	0.2%	88%	False	False	9

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	178-24
2.618	176-25
1.618	175-19
1.000	174-28
0.618	174-13
HIGH	173-22
0.618	173-07
0.500	173-03
0.382	172-31
LOW	172-16
0.618	171-25
1.000	171-10
1.618	170-19
2.618	169-13
4.250	167-14

Fisher Pivots for day following 13-Jul-2016
Pivot	1 day	3 day
R1	173-12	173-22
PP	173-07	173-20
S1	173-03	173-18

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

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