ECBOT 30 Year Treasury Bond Future December 2016

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	164-11	164-13	0-02	0.0%	163-02
High	165-07	165-06	-0-01	0.0%	165-07
Low	163-24	164-10	0-18	0.3%	162-19
Close	164-21	164-26	0-05	0.1%	164-26
Range	1-15	0-28	-0-19	-40.4%	2-20
ATR	1-14	1-13	-0-01	-2.8%	0-00
Volume	265,492	188,311	-77,181	-29.1%	1,165,758

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-13	166-31	165-09
R3	166-17	166-03	165-02
R2	165-21	165-21	164-31
R1	165-07	165-07	164-29	165-14
PP	164-25	164-25	164-25	164-28
S1	164-11	164-11	164-23	164-18
S2	163-29	163-29	164-21
S3	163-01	163-15	164-18
S4	162-05	162-19	164-11

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-03	171-02	166-08
R3	169-15	168-14	165-17
R2	166-27	166-27	165-09
R1	165-26	165-26	165-02	166-11
PP	164-07	164-07	164-07	164-15
S1	163-06	163-06	164-18	163-23
S2	161-19	161-19	164-11
S3	158-31	160-18	164-03
S4	156-11	157-30	163-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-07	162-19	2-20	1.6%	1-08	0.8%	85%	False	False	233,151
10	165-13	162-19	2-26	1.7%	1-08	0.8%	79%	False	False	226,005
20	170-03	162-19	7-16	4.6%	1-12	0.8%	30%	False	False	237,001
40	171-20	162-19	9-01	5.5%	1-17	0.9%	25%	False	False	242,310
60	173-07	162-19	10-20	6.4%	1-17	0.9%	21%	False	False	167,914
80	175-19	162-19	13-00	7.9%	1-17	0.9%	17%	False	False	125,955
100	175-19	162-19	13-00	7.9%	1-10	0.8%	17%	False	False	100,765
120	175-19	159-29	15-22	9.5%	1-03	0.7%	31%	False	False	83,971

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	168-29
2.618	167-15
1.618	166-19
1.000	166-02
0.618	165-23
HIGH	165-06
0.618	164-27
0.500	164-24
0.382	164-21
LOW	164-10
0.618	163-25
1.000	163-14
1.618	162-29
2.618	162-01
4.250	160-19

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	164-25	164-23
PP	164-25	164-19
S1	164-24	164-16

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

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