ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 25-Feb-2016

Day Change Summary
	Previous	Current
	24-Feb-2016	25-Feb-2016	Change	Change %	Previous Week
Open	167-03	166-13	-0-22	-0.4%	166-10
High	168-25	167-31	-0-26	-0.5%	167-04
Low	166-09	166-05	-0-04	-0.1%	163-30
Close	166-22	167-11	0-21	0.4%	166-19
Range	2-16	1-26	-0-22	-27.5%	3-06
ATR	2-02	2-01	-0-01	-0.8%	0-00
Volume	539,441	504,471	-34,970	-6.5%	1,230,552

Daily Pivots for day following 25-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-19	171-25	168-11
R3	170-25	169-31	167-27
R2	168-31	168-31	167-22
R1	168-05	168-05	167-16	168-18
PP	167-05	167-05	167-05	167-12
S1	166-11	166-11	167-06	166-24
S2	165-11	165-11	167-00
S3	163-17	164-17	166-27
S4	161-23	162-23	166-11

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	168-25	164-25	4-00	2.4%	1-27	1.1%	64%	False	False	401,680
10	170-26	163-30	6-28	4.1%	2-03	1.3%	50%	False	False	383,845
20	170-26	159-04	11-22	7.0%	2-02	1.2%	70%	False	False	353,603
40	170-26	152-24	18-02	10.8%	1-31	1.2%	81%	False	False	310,189
60	170-26	151-12	19-14	11.6%	1-29	1.1%	82%	False	False	277,911
80	170-26	150-03	20-23	12.4%	1-23	1.0%	83%	False	False	218,232
100	170-26	150-03	20-23	12.4%	1-21	1.0%	83%	False	False	174,609
120	170-26	150-03	20-23	12.4%	1-13	0.8%	83%	False	False	145,508

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	0-14
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	175-22
2.618	172-23
1.618	170-29
1.000	169-25
0.618	169-03
HIGH	167-31
0.618	167-09
0.500	167-02
0.382	166-27
LOW	166-05
0.618	165-01
1.000	164-11
1.618	163-07
2.618	161-13
4.250	158-14

Fisher Pivots for day following 25-Feb-2016
Pivot	1 day	3 day
R1	167-08	167-05
PP	167-05	166-31
S1	167-02	166-25

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

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