ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	155-05	157-07	2-02	1.3%	153-21
High	157-17	157-12	-0-05	-0.1%	157-17
Low	155-04	155-03	-0-01	0.0%	153-12
Close	157-07	155-14	-1-25	-1.1%	157-07
Range	2-13	2-09	-0-04	-5.2%	4-05
ATR	1-19	1-21	0-02	3.1%	0-00
Volume	266,571	230,509	-36,062	-13.5%	1,238,721

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-26	161-13	156-22
R3	160-17	159-04	156-02
R2	158-08	158-08	155-27
R1	156-27	156-27	155-21	156-13
PP	155-31	155-31	155-31	155-24
S1	154-18	154-18	155-07	154-04
S2	153-22	153-22	155-01
S3	151-13	152-09	154-26
S4	149-04	150-00	154-06

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-16	167-01	159-16
R3	164-11	162-28	158-12
R2	160-06	160-06	157-31
R1	158-23	158-23	157-19	159-14
PP	156-01	156-01	156-01	156-13
S1	154-18	154-18	156-27	155-10
S2	151-28	151-28	156-15
S3	147-23	150-13	156-02
S4	143-18	146-08	154-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-17	153-24	3-25	2.4%	1-24	1.1%	45%	False	False	245,878
10	157-17	151-12	6-05	4.0%	2-05	1.4%	66%	False	False	268,954
20	157-17	151-08	6-09	4.0%	1-19	1.0%	67%	False	False	183,527
40	157-20	150-03	7-17	4.8%	1-14	0.9%	71%	False	False	92,052
60	159-00	150-03	8-29	5.7%	1-10	0.9%	60%	False	False	61,386
80	159-00	150-03	8-29	5.7%	1-00	0.6%	60%	False	False	46,039
100	159-00	150-03	8-29	5.7%	0-25	0.5%	60%	False	False	36,831
120	159-00	144-28	14-04	9.1%	0-21	0.4%	75%	False	False	30,693

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	167-02
2.618	163-11
1.618	161-02
1.000	159-21
0.618	158-25
HIGH	157-12
0.618	156-16
0.500	156-08
0.382	155-31
LOW	155-03
0.618	153-22
1.000	152-26
1.618	151-13
2.618	149-04
4.250	145-13

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	156-08	156-08
PP	155-31	155-31
S1	155-22	155-22

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

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