ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	153-21	154-31	1-10	0.9%	153-27
High	155-23	155-31	0-08	0.2%	156-08
Low	153-12	154-22	1-10	0.9%	151-12
Close	155-09	154-27	-0-14	-0.3%	153-25
Range	2-11	1-09	-1-02	-45.3%	4-28
ATR	1-19	1-18	-0-01	-1.4%	0-00
Volume	239,836	251,915	12,079	5.0%	1,427,660

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	159-00	158-07	155-18
R3	157-23	156-30	155-06
R2	156-14	156-14	155-03
R1	155-21	155-21	154-31	155-13
PP	155-05	155-05	155-05	155-02
S1	154-12	154-12	154-23	154-04
S2	153-28	153-28	154-19
S3	152-19	153-03	154-16
S4	151-10	151-26	154-04

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-14	165-31	156-15
R3	163-18	161-03	155-04
R2	158-22	158-22	154-22
R1	156-07	156-07	154-07	155-00
PP	153-26	153-26	153-26	153-06
S1	151-11	151-11	153-11	150-04
S2	148-30	148-30	152-28
S3	144-02	146-15	152-14
S4	139-06	141-19	151-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-08	151-12	4-28	3.1%	2-10	1.5%	71%	False	False	290,098
10	156-08	151-12	4-28	3.1%	1-24	1.1%	71%	False	False	243,766
20	156-08	150-16	5-24	3.7%	1-13	0.9%	76%	False	False	135,083
40	158-08	150-03	8-05	5.3%	1-12	0.9%	58%	False	False	67,635
60	159-00	150-03	8-29	5.8%	1-06	0.8%	53%	False	False	45,094
80	159-00	150-03	8-29	5.8%	0-29	0.6%	53%	False	False	33,821
100	159-00	149-07	9-25	6.3%	0-23	0.5%	58%	False	False	27,056

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	161-13
2.618	159-10
1.618	158-01
1.000	157-08
0.618	156-24
HIGH	155-31
0.618	155-15
0.500	155-10
0.382	155-06
LOW	154-22
0.618	153-29
1.000	153-13
1.618	152-20
2.618	151-11
4.250	149-08

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	155-10	154-14
PP	155-05	154-02
S1	155-00	153-22

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

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