ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 04-Oct-2016

Day Change Summary
	Previous	Current
	03-Oct-2016	04-Oct-2016	Change	Change %	Previous Week
Open	168-14	167-31	-0-15	-0.3%	167-28
High	168-25	168-13	-0-12	-0.2%	170-03
Low	167-26	166-09	-1-17	-0.9%	167-21
Close	168-02	166-14	-1-20	-1.0%	168-05
Range	0-31	2-04	1-05	119.3%	2-14
ATR	1-17	1-19	0-01	2.7%	0-00
Volume	171,657	289,878	118,221	68.9%	1,182,389

Daily Pivots for day following 04-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-13	172-02	167-19
R3	171-09	169-30	167-01
R2	169-05	169-05	166-26
R1	167-26	167-26	166-20	167-14
PP	167-01	167-01	167-01	166-27
S1	165-22	165-22	166-08	165-10
S2	164-29	164-29	166-02
S3	162-25	163-18	165-27
S4	160-21	161-14	165-09

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-30	174-16	169-16
R3	173-16	172-02	168-26
R2	171-02	171-02	168-19
R1	169-20	169-20	168-12	170-11
PP	168-20	168-20	168-20	169-00
S1	167-06	167-06	167-30	167-29
S2	166-06	166-06	167-23
S3	163-24	164-24	167-16
S4	161-10	162-10	166-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170-03	166-09	3-26	2.3%	1-19	1.0%	4%	False	True	251,291
10	170-03	164-13	5-22	3.4%	1-17	0.9%	36%	False	False	232,635
20	171-16	164-13	7-03	4.3%	1-19	1.0%	29%	False	False	243,037
40	172-14	164-13	8-01	4.8%	1-18	0.9%	25%	False	False	174,394
60	174-06	164-13	9-25	5.9%	1-19	1.0%	21%	False	False	116,333
80	175-19	164-13	11-06	6.7%	1-13	0.8%	18%	False	False	87,255
100	175-19	159-29	15-22	9.4%	1-05	0.7%	42%	False	False	69,804
120	175-19	158-20	16-31	10.2%	0-31	0.6%	46%	False	False	58,170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-15
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	177-14
2.618	173-31
1.618	171-27
1.000	170-17
0.618	169-23
HIGH	168-13
0.618	167-19
0.500	167-11
0.382	167-03
LOW	166-09
0.618	164-31
1.000	164-05
1.618	162-27
2.618	160-23
4.250	157-08

Fisher Pivots for day following 04-Oct-2016
Pivot	1 day	3 day
R1	167-11	168-05
PP	167-01	167-19
S1	166-24	167-00

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

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