ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	166-18	166-17	-0-01	0.0%	166-10
High	167-04	166-22	-0-14	-0.3%	167-04
Low	165-22	165-27	0-05	0.1%	163-30
Close	166-19	166-06	-0-13	-0.2%	166-19
Range	1-14	0-27	-0-19	-41.3%	3-06
ATR	2-02	1-31	-0-03	-4.2%	0-00
Volume	300,491	219,566	-80,925	-26.9%	1,230,552

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-25	168-10	166-21
R3	167-30	167-15	166-13
R2	167-03	167-03	166-11
R1	166-20	166-20	166-08	166-14
PP	166-08	166-08	166-08	166-04
S1	165-25	165-25	166-04	165-19
S2	165-13	165-13	166-01
S3	164-18	164-30	165-31
S4	163-23	164-03	165-23

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	175-14	174-07	168-11
R3	172-08	171-01	167-15
R2	169-02	169-02	167-06
R1	167-27	167-27	166-28	168-14
PP	165-28	165-28	165-28	166-06
S1	164-21	164-21	166-10	165-08
S2	162-22	162-22	166-00
S3	159-16	161-15	165-23
S4	156-10	158-09	164-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	167-04	163-30	3-06	1.9%	1-22	1.0%	71%	False	False	290,023
10	170-26	162-28	7-30	4.8%	2-06	1.3%	42%	False	False	341,846
20	170-26	158-24	12-02	7.3%	1-30	1.2%	62%	False	False	308,038
40	170-26	152-24	18-02	10.9%	1-28	1.1%	74%	False	False	280,553
60	170-26	151-12	19-14	11.7%	1-26	1.1%	76%	False	False	261,743
80	170-26	150-03	20-23	12.5%	1-22	1.0%	78%	False	False	199,639
100	170-26	150-03	20-23	12.5%	1-19	1.0%	78%	False	False	159,726
120	170-26	150-03	20-23	12.5%	1-12	0.8%	78%	False	False	133,105

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	0-14
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	170-09
2.618	168-29
1.618	168-02
1.000	167-17
0.618	167-07
HIGH	166-22
0.618	166-12
0.500	166-08
0.382	166-05
LOW	165-27
0.618	165-10
1.000	165-00
1.618	164-15
2.618	163-20
4.250	162-08

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	166-08	166-01
PP	166-08	165-28
S1	166-07	165-24

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

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