ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	150-20	150-27	0-07	0.1%	155-21
High	151-16	151-04	-0-12	-0.2%	155-21
Low	150-16	150-21	0-05	0.1%	150-16
Close	151-09	150-22	-0-19	-0.4%	151-00
Range	1-00	0-15	-0-17	-53.1%	5-05
ATR	1-12	1-10	-0-02	-3.9%	0-00
Volume	473	0	-473	-100.0%	524

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	152-07	151-30	150-30
R3	151-24	151-15	150-26
R2	151-09	151-09	150-25
R1	151-00	151-00	150-23	150-29
PP	150-26	150-26	150-26	150-25
S1	150-17	150-17	150-21	150-14
S2	150-11	150-11	150-19
S3	149-28	150-02	150-18
S4	149-13	149-19	150-14

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	167-27	164-19	153-27
R3	162-22	159-14	152-13
R2	157-17	157-17	151-30
R1	154-09	154-09	151-15	153-11
PP	152-12	152-12	152-12	151-29
S1	149-04	149-04	150-17	148-05
S2	147-07	147-07	150-02
S3	142-02	143-31	149-19
S4	136-29	138-26	148-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-18	150-03	3-15	2.3%	1-09	0.8%	17%	False	False	94
10	156-25	150-03	6-22	4.4%	1-12	0.9%	9%	False	False	213
20	158-07	150-03	8-04	5.4%	1-09	0.9%	7%	False	False	187
40	159-00	150-03	8-29	5.9%	1-04	0.8%	7%	False	False	112
60	159-00	150-03	8-29	5.9%	0-24	0.5%	7%	False	False	74
80	159-00	150-03	8-29	5.9%	0-18	0.4%	7%	False	False	56
100	159-00	144-28	14-04	9.4%	0-15	0.3%	41%	False	False	44

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	153-04
2.618	152-11
1.618	151-28
1.000	151-19
0.618	151-13
HIGH	151-04
0.618	150-30
0.500	150-29
0.382	150-27
LOW	150-21
0.618	150-12
1.000	150-06
1.618	149-29
2.618	149-14
4.250	148-21

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	150-29	150-26
PP	150-26	150-24
S1	150-24	150-23

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

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