ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 04-Apr-2016

Day Change Summary
	Previous	Current
	01-Apr-2016	04-Apr-2016	Change	Change %	Previous Week
Open	164-18	164-29	0-11	0.2%	162-29
High	165-10	165-06	-0-04	-0.1%	165-10
Low	164-01	164-09	0-08	0.2%	162-17
Close	164-12	164-21	0-09	0.2%	164-12
Range	1-09	0-29	-0-12	-29.3%	2-25
ATR	1-20	1-19	-0-02	-3.2%	0-00
Volume	253,220	134,575	-118,645	-46.9%	1,055,809

Daily Pivots for day following 04-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	167-14	166-30	165-05
R3	166-17	166-01	164-29
R2	165-20	165-20	164-26
R1	165-04	165-04	164-24	164-30
PP	164-23	164-23	164-23	164-19
S1	164-07	164-07	164-18	164-00
S2	163-26	163-26	164-16
S3	162-29	163-10	164-13
S4	162-00	162-13	164-05

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-13	171-06	165-29
R3	169-20	168-13	165-04
R2	166-27	166-27	164-28
R1	165-20	165-20	164-20	166-08
PP	164-02	164-02	164-02	164-12
S1	162-27	162-27	164-04	163-14
S2	161-09	161-09	163-28
S3	158-16	160-02	163-20
S4	155-23	157-09	162-27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-10	162-23	2-19	1.6%	1-15	0.9%	75%	False	False	217,278
10	165-10	161-17	3-25	2.3%	1-18	0.9%	83%	False	False	199,005
20	165-10	160-30	4-12	2.7%	1-17	0.9%	85%	False	False	211,151
40	169-12	160-26	8-18	5.2%	1-23	1.0%	45%	False	False	167,304
60	169-12	153-18	15-26	9.6%	1-20	1.0%	70%	False	False	111,774

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	169-01
2.618	167-18
1.618	166-21
1.000	166-03
0.618	165-24
HIGH	165-06
0.618	164-27
0.500	164-24
0.382	164-20
LOW	164-09
0.618	163-23
1.000	163-12
1.618	162-26
2.618	161-29
4.250	160-14

Fisher Pivots for day following 04-Apr-2016
Pivot	1 day	3 day
R1	164-24	164-17
PP	164-23	164-14
S1	164-22	164-10

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

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