ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	163-07	161-29	-1-10	-0.8%	161-06
High	163-12	163-00	-0-12	-0.2%	163-24
Low	161-20	161-21	0-01	0.0%	160-30
Close	161-23	161-29	0-06	0.1%	163-07
Range	1-24	1-11	-0-13	-23.2%	2-26
ATR	1-21	1-21	-0-01	-1.4%	0-00
Volume	184,913	211,622	26,709	14.4%	1,016,059

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-07	165-13	162-21
R3	164-28	164-02	162-09
R2	163-17	163-17	162-05
R1	162-23	162-23	162-01	162-18
PP	162-06	162-06	162-06	162-04
S1	161-12	161-12	161-25	161-08
S2	160-27	160-27	161-21
S3	159-16	160-01	161-17
S4	158-05	158-22	161-05

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	161-02	2-22	1.7%	1-12	0.8%	31%	False	False	216,492
10	164-01	160-30	3-03	1.9%	1-16	0.9%	31%	False	False	220,204
20	167-15	160-30	6-17	4.0%	1-18	1.0%	15%	False	False	241,264
40	169-12	157-24	11-20	7.2%	1-22	1.0%	36%	False	False	127,767

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	168-23
2.618	166-17
1.618	165-06
1.000	164-11
0.618	163-27
HIGH	163-00
0.618	162-16
0.500	162-10
0.382	162-05
LOW	161-21
0.618	160-26
1.000	160-10
1.618	159-15
2.618	158-04
4.250	155-30

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	162-10	162-22
PP	162-06	162-14
S1	162-02	162-05

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

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