ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	162-10	163-31	1-21	1.0%	164-07
High	164-27	164-01	-0-26	-0.5%	165-10
Low	162-06	162-17	0-11	0.2%	161-20
Close	163-30	162-27	-1-03	-0.7%	162-08
Range	2-21	1-16	-1-05	-43.5%	3-22
ATR	1-26	1-25	-0-01	-1.2%	0-00
Volume	258,964	226,839	-32,125	-12.4%	1,355,318

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-20	166-24	163-21
R3	166-04	165-08	163-08
R2	164-20	164-20	163-04
R1	163-24	163-24	162-31	163-14
PP	163-04	163-04	163-04	163-00
S1	162-08	162-08	162-23	161-30
S2	161-20	161-20	162-18
S3	160-04	160-24	162-14
S4	158-20	159-08	162-01

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	174-04	171-28	164-09
R3	170-14	168-06	163-08
R2	166-24	166-24	162-30
R1	164-16	164-16	162-19	163-25
PP	163-02	163-02	163-02	162-22
S1	160-26	160-26	161-29	160-03
S2	159-12	159-12	161-18
S3	155-22	157-04	161-08
S4	152-00	153-14	160-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-27	161-20	3-07	2.0%	1-23	1.1%	38%	False	False	234,617
10	166-19	161-20	4-31	3.1%	1-17	0.9%	25%	False	False	255,542
20	169-12	161-20	7-24	4.8%	1-26	1.1%	16%	False	False	155,787
40	169-12	154-00	15-12	9.4%	1-22	1.0%	58%	False	False	78,441

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170-13
2.618	167-31
1.618	166-15
1.000	165-17
0.618	164-31
HIGH	164-01
0.618	163-15
0.500	163-09
0.382	163-03
LOW	162-17
0.618	161-19
1.000	161-01
1.618	160-03
2.618	158-19
4.250	156-05

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	163-09	163-08
PP	163-04	163-04
S1	163-00	163-00

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

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