ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	156-14	156-09	-0-05	-0.1%	155-10
High	156-26	159-00	2-06	1.4%	159-00
Low	155-21	156-02	0-13	0.3%	155-10
Close	156-13	157-10	0-29	0.6%	157-10
Range	1-05	2-30	1-25	154.1%	3-22
ATR	1-09	1-13	0-04	9.2%	0-00
Volume	11	35	24	218.2%	110

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	166-09	164-23	158-30
R3	163-11	161-25	158-04
R2	160-13	160-13	157-27
R1	158-27	158-27	157-19	159-20
PP	157-15	157-15	157-15	157-27
S1	155-29	155-29	157-01	156-22
S2	154-17	154-17	156-25
S3	151-19	152-31	156-16
S4	148-21	150-01	155-22

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-09	166-15	159-11
R3	164-19	162-25	158-10
R2	160-29	160-29	158-00
R1	159-03	159-03	157-21	160-00
PP	157-07	157-07	157-07	157-21
S1	155-13	155-13	156-31	156-10
S2	153-17	153-17	156-20
S3	149-27	151-23	156-10
S4	146-05	148-01	155-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-00	155-10	3-22	2.3%	1-09	0.8%	54%	True	False	22
10	159-00	152-04	6-28	4.4%	0-29	0.6%	75%	True	False	11
20	159-00	150-14	8-18	5.4%	0-14	0.3%	80%	True	False	5
40	159-00	150-14	8-18	5.4%	0-07	0.1%	80%	True	False	2
60	159-00	146-17	12-15	7.9%	0-05	0.1%	86%	True	False	1

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	0-04
Widest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	171-16
2.618	166-22
1.618	163-24
1.000	161-30
0.618	160-26
HIGH	159-00
0.618	157-28
0.500	157-17
0.382	157-06
LOW	156-02
0.618	154-08
1.000	153-04
1.618	151-10
2.618	148-12
4.250	143-18

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	157-17	157-09
PP	157-15	157-07
S1	157-12	157-06

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

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