ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	152-01	152-08	0-07	0.1%	151-02
High	152-25	152-22	-0-03	-0.1%	152-09
Low	151-08	151-27	0-19	0.4%	150-03
Close	152-16	152-15	-0-01	0.0%	152-02
Range	1-17	0-27	-0-22	-44.9%	2-06
ATR	1-09	1-08	-0-01	-2.5%	0-00
Volume	3,487	0	-3,487	-100.0%	8,598

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	154-28	154-16	152-30
R3	154-01	153-21	152-22
R2	153-06	153-06	152-20
R1	152-26	152-26	152-17	153-00
PP	152-11	152-11	152-11	152-14
S1	151-31	151-31	152-13	152-05
S2	151-16	151-16	152-10
S3	150-21	151-04	152-08
S4	149-26	150-09	152-00

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	158-01	157-08	153-08
R3	155-27	155-02	152-21
R2	153-21	153-21	152-15
R1	152-28	152-28	152-08	153-09
PP	151-15	151-15	151-15	151-22
S1	150-22	150-22	151-28	151-03
S2	149-09	149-09	151-21
S3	147-03	148-16	151-15
S4	144-29	146-10	150-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	152-28	150-20	2-08	1.5%	1-03	0.7%	82%	False	False	2,322
10	153-18	150-03	3-15	2.3%	1-06	0.8%	68%	False	False	1,208
20	157-20	150-03	7-17	4.9%	1-09	0.8%	32%	False	False	733
40	159-00	150-03	8-29	5.8%	1-08	0.8%	27%	False	False	402
60	159-00	150-03	8-29	5.8%	0-27	0.6%	27%	False	False	268
80	159-00	150-03	8-29	5.8%	0-20	0.4%	27%	False	False	201
100	159-00	146-05	12-27	8.4%	0-16	0.3%	49%	False	False	161

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	156-09
2.618	154-29
1.618	154-02
1.000	153-17
0.618	153-07
HIGH	152-22
0.618	152-12
0.500	152-09
0.382	152-05
LOW	151-27
0.618	151-10
1.000	151-00
1.618	150-15
2.618	149-20
4.250	148-08

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	152-13	152-11
PP	152-11	152-06
S1	152-09	152-02

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

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