ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	161-29	161-24	-0-05	-0.1%	161-06
High	163-00	163-19	0-19	0.4%	163-24
Low	161-21	161-17	-0-04	-0.1%	160-30
Close	161-29	163-16	1-19	1.0%	163-07
Range	1-11	2-02	0-23	53.5%	2-26
ATR	1-21	1-21	0-01	1.8%	0-00
Volume	211,622	208,911	-2,711	-1.3%	1,016,059

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-02	168-11	164-20
R3	167-00	166-09	164-02
R2	164-30	164-30	163-28
R1	164-07	164-07	163-22	164-18
PP	162-28	162-28	162-28	163-02
S1	162-05	162-05	163-10	162-16
S2	160-26	160-26	163-04
S3	158-24	160-03	162-30
S4	156-22	158-01	162-12

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	161-17	2-07	1.4%	1-18	0.9%	89%	False	True	206,870
10	163-27	160-30	2-29	1.8%	1-18	0.9%	88%	False	False	218,411
20	166-19	160-30	5-21	3.5%	1-17	0.9%	45%	False	False	236,977
40	169-12	157-24	11-20	7.1%	1-23	1.1%	49%	False	False	132,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	172-12
2.618	169-00
1.618	166-30
1.000	165-21
0.618	164-28
HIGH	163-19
0.618	162-26
0.500	162-18
0.382	162-10
LOW	161-17
0.618	160-08
1.000	159-15
1.618	158-06
2.618	156-04
4.250	152-24

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	163-06	163-06
PP	162-28	162-28
S1	162-18	162-18

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

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