ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 18-Mar-2016

Day Change Summary
	Previous	Current
	17-Mar-2016	18-Mar-2016	Change	Change %	Previous Week
Open	162-03	162-27	0-24	0.5%	161-06
High	163-09	163-24	0-15	0.3%	163-24
Low	161-23	162-23	1-00	0.6%	160-30
Close	162-23	163-07	0-16	0.3%	163-07
Range	1-18	1-01	-0-17	-34.0%	2-26
ATR	1-23	1-21	-0-02	-2.8%	0-00
Volume	248,596	180,311	-68,285	-27.5%	1,016,059

Daily Pivots for day following 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-10	165-26	163-25
R3	165-09	164-25	163-16
R2	164-08	164-08	163-13
R1	163-24	163-24	163-10	164-00
PP	163-07	163-07	163-07	163-12
S1	162-23	162-23	163-04	162-31
S2	162-06	162-06	163-01
S3	161-05	161-22	162-30
S4	160-04	160-21	162-21

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	171-02	169-31	164-24
R3	168-08	167-05	164-00
R2	165-14	165-14	163-24
R1	164-11	164-11	163-15	164-28
PP	162-20	162-20	162-20	162-29
S1	161-17	161-17	162-31	162-02
S2	159-26	159-26	162-22
S3	157-00	158-23	162-14
S4	154-06	155-29	161-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	163-24	160-30	2-26	1.7%	1-08	0.8%	81%	True	False	203,211
10	164-27	160-30	3-29	2.4%	1-17	0.9%	58%	False	False	223,298
20	167-15	160-30	6-17	4.0%	1-19	1.0%	35%	False	False	232,964
40	169-12	156-29	12-15	7.6%	1-22	1.0%	51%	False	False	117,857

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	168-04
2.618	166-14
1.618	165-13
1.000	164-25
0.618	164-12
HIGH	163-24
0.618	163-11
0.500	163-08
0.382	163-04
LOW	162-23
0.618	162-03
1.000	161-22
1.618	161-02
2.618	160-01
4.250	158-11

Fisher Pivots for day following 18-Mar-2016
Pivot	1 day	3 day
R1	163-08	162-30
PP	163-07	162-22
S1	163-07	162-13

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

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