ECBOT 30 Year Treasury Bond Future December 2016

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

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	169-11	170-30	1-19	0.9%	168-29
High	171-01	171-16	0-15	0.3%	171-07
Low	168-26	170-21	1-27	1.1%	168-24
Close	170-21	170-23	0-02	0.0%	169-16
Range	2-07	0-27	-1-12	-62.0%	2-15
ATR	1-20	1-18	-0-02	-3.4%	0-00
Volume	245,793	178,962	-66,831	-27.2%	1,288,822

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-16	172-30	171-06
R3	172-21	172-03	170-30
R2	171-26	171-26	170-28
R1	171-08	171-08	170-25	171-04
PP	170-31	170-31	170-31	170-28
S1	170-13	170-13	170-21	170-09
S2	170-04	170-04	170-18
S3	169-09	169-18	170-16
S4	168-14	168-23	170-08

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	177-07	175-27	170-27
R3	174-24	173-12	170-06
R2	172-09	172-09	169-30
R1	170-29	170-29	169-23	171-19
PP	169-26	169-26	169-26	170-06
S1	168-14	168-14	169-09	169-04
S2	167-11	167-11	169-02
S3	164-28	165-31	168-26
S4	162-13	163-16	168-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	171-16	168-25	2-23	1.6%	1-19	0.9%	71%	True	False	241,271
10	171-20	168-24	2-28	1.7%	1-18	0.9%	68%	False	False	222,709
20	172-14	168-24	3-22	2.2%	1-17	0.9%	53%	False	False	114,649
40	173-22	168-19	5-03	3.0%	1-18	0.9%	42%	False	False	57,453
60	175-19	164-18	11-01	6.5%	1-11	0.8%	56%	False	False	38,311
80	175-19	159-29	15-22	9.2%	1-02	0.6%	69%	False	False	28,733
100	175-19	158-20	16-31	9.9%	0-27	0.5%	71%	False	False	22,986

Crabel Price Patterns
NR	True
NR4	True
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	0-15
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	175-03
2.618	173-23
1.618	172-28
1.000	172-11
0.618	172-01
HIGH	171-16
0.618	171-06
0.500	171-03
0.382	170-31
LOW	170-21
0.618	170-04
1.000	169-26
1.618	169-09
2.618	168-14
4.250	167-02

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	171-03	170-17
PP	170-31	170-11
S1	170-27	170-05

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

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