ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	163-11	162-13	-0-30	-0.6%	162-14
High	163-27	162-26	-1-01	-0.6%	164-27
Low	161-19	160-31	-0-20	-0.4%	160-31
Close	162-12	161-07	-1-05	-0.7%	161-07
Range	2-08	1-27	-0-13	-18.1%	3-28
ATR	1-26	1-26	0-00	0.1%	0-00
Volume	342,438	220,174	-122,264	-35.7%	1,216,924

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-06	166-02	162-07
R3	165-11	164-07	161-23
R2	163-16	163-16	161-18
R1	162-12	162-12	161-12	162-00
PP	161-21	161-21	161-21	161-16
S1	160-17	160-17	161-02	160-06
S2	159-26	159-26	160-28
S3	157-31	158-22	160-23
S4	156-04	156-27	160-07

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	173-31	171-15	163-11
R3	170-03	167-19	162-09
R2	166-07	166-07	161-30
R1	163-23	163-23	161-18	163-01
PP	162-11	162-11	162-11	162-00
S1	159-27	159-27	160-28	159-05
S2	158-15	158-15	160-16
S3	154-19	155-31	160-05
S4	150-23	152-03	159-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-27	160-31	3-28	2.4%	1-26	1.1%	6%	False	True	243,384
10	165-10	160-31	4-11	2.7%	1-24	1.1%	6%	False	True	257,224
20	167-15	160-31	6-16	4.0%	1-24	1.1%	4%	False	True	183,461
40	169-12	156-00	13-12	8.3%	1-22	1.1%	39%	False	False	92,504

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	0-10
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	170-21
2.618	167-20
1.618	165-25
1.000	164-21
0.618	163-30
HIGH	162-26
0.618	162-03
0.500	161-28
0.382	161-22
LOW	160-31
0.618	159-27
1.000	159-04
1.618	158-00
2.618	156-05
4.250	153-04

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	161-28	162-16
PP	161-21	162-02
S1	161-14	161-21

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

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