ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	155-03	155-02	-0-01	0.0%	153-27
High	155-25	155-21	-0-04	-0.1%	156-08
Low	153-24	154-30	1-06	0.8%	151-12
Close	155-15	155-04	-0-11	-0.2%	153-25
Range	2-01	0-23	-1-10	-64.6%	4-28
ATR	1-19	1-17	-0-02	-3.9%	0-00
Volume	272,502	207,897	-64,605	-23.7%	1,427,660

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	157-13	156-31	155-17
R3	156-22	156-08	155-10
R2	155-31	155-31	155-08
R1	155-17	155-17	155-06	155-24
PP	155-08	155-08	155-08	155-11
S1	154-26	154-26	155-02	155-01
S2	154-17	154-17	155-00
S3	153-26	154-03	154-30
S4	153-03	153-12	154-23

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	155-31	151-12	4-19	3.0%	1-26	1.2%	82%	False	False	263,774
10	156-08	151-12	4-28	3.1%	1-27	1.2%	77%	False	False	248,722
20	156-08	150-20	5-20	3.6%	1-15	0.9%	80%	False	False	159,079
40	158-07	150-03	8-04	5.2%	1-12	0.9%	62%	False	False	79,633
60	159-00	150-03	8-29	5.7%	1-08	0.8%	56%	False	False	53,101
80	159-00	150-03	8-29	5.7%	0-30	0.6%	56%	False	False	39,826
100	159-00	150-03	8-29	5.7%	0-24	0.5%	56%	False	False	31,860
120	159-00	144-28	14-04	9.1%	0-20	0.4%	73%	False	False	26,550

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	158-23
2.618	157-17
1.618	156-26
1.000	156-12
0.618	156-03
HIGH	155-21
0.618	155-12
0.500	155-10
0.382	155-07
LOW	154-30
0.618	154-16
1.000	154-07
1.618	153-25
2.618	153-02
4.250	151-28

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	155-10	155-01
PP	155-08	154-30
S1	155-06	154-28

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

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