ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 26-Feb-2016

Day Change Summary
	Previous	Current
	25-Feb-2016	26-Feb-2016	Change	Change %	Previous Week
Open	166-13	166-27	0-14	0.3%	166-17
High	167-31	165-20	-2-11	-1.4%	168-25
Low	166-05	165-20	-0-17	-0.3%	164-25
Close	167-11	165-20	-1-23	-1.0%	165-20
Range	1-26	0-00	-1-26	-100.0%	4-00
ATR	2-01	2-00	-0-01	-1.1%	0-00
Volume	504,471	274,906	-229,565	-45.5%	1,982,819

Daily Pivots for day following 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	165-20	165-20	165-20
R3	165-20	165-20	165-20
R2	165-20	165-20	165-20
R1	165-20	165-20	165-20	165-20
PP	165-20	165-20	165-20	165-20
S1	165-20	165-20	165-20	165-20
S2	165-20	165-20	165-20
S3	165-20	165-20	165-20
S4	165-20	165-20	165-20

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-13	176-00	167-26
R3	174-13	172-00	166-23
R2	170-13	170-13	166-11
R1	168-00	168-00	166-00	167-06
PP	166-13	166-13	166-13	166-00
S1	164-00	164-00	165-08	163-06
S2	162-13	162-13	164-29
S3	158-13	160-00	164-17
S4	154-13	156-00	163-14

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%	1-18	0.9%	21%	False	False	396,563
10	168-25	163-30	4-27	2.9%	1-25	1.1%	35%	False	False	355,482
20	170-26	159-29	10-29	6.6%	2-00	1.2%	52%	False	False	353,314
40	170-26	152-24	18-02	10.9%	1-29	1.1%	71%	False	False	313,507
60	170-26	151-12	19-14	11.7%	1-28	1.1%	73%	False	False	279,037
80	170-26	150-03	20-23	12.5%	1-22	1.0%	75%	False	False	221,654
100	170-26	150-03	20-23	12.5%	1-20	1.0%	75%	False	False	177,357
120	170-26	150-03	20-23	12.5%	1-13	0.9%	75%	False	False	147,799

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-10
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	165-20
2.618	165-20
1.618	165-20
1.000	165-20
0.618	165-20
HIGH	165-20
0.618	165-20
0.500	165-20
0.382	165-20
LOW	165-20
0.618	165-20
1.000	165-20
1.618	165-20
2.618	165-20
4.250	165-20

Fisher Pivots for day following 26-Feb-2016
Pivot	1 day	3 day
R1	165-20	167-06
PP	165-20	166-22
S1	165-20	166-05

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

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