ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	165-12	165-02	-0-10	-0.2%	163-01
High	166-16	165-26	-0-22	-0.4%	166-16
Low	164-28	164-23	-0-05	-0.1%	161-30
Close	165-01	165-15	0-14	0.3%	165-01
Range	1-20	1-03	-0-17	-32.7%	4-18
ATR	1-18	1-17	-0-01	-2.2%	0-00
Volume	266,767	179,518	-87,249	-32.7%	1,150,427

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	168-20	168-04	166-02
R3	167-17	167-01	165-25
R2	166-14	166-14	165-21
R1	165-30	165-30	165-18	166-06
PP	165-11	165-11	165-11	165-14
S1	164-27	164-27	165-12	165-03
S2	164-08	164-08	165-09
S3	163-05	163-24	165-05
S4	162-02	162-21	164-28

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-06	176-05	167-17
R3	173-20	171-19	166-09
R2	169-02	169-02	165-28
R1	167-01	167-01	165-14	168-02
PP	164-16	164-16	164-16	165-00
S1	162-15	162-15	164-20	163-16
S2	159-30	159-30	164-06
S3	155-12	157-29	163-25
S4	150-26	153-11	162-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166-16	161-30	4-18	2.8%	1-20	1.0%	77%	False	False	228,963
10	166-16	160-31	5-17	3.3%	1-18	0.9%	81%	False	False	229,291
20	166-23	160-31	5-24	3.5%	1-17	0.9%	78%	False	False	223,327
40	167-06	160-30	6-08	3.8%	1-16	0.9%	73%	False	False	209,265
60	167-15	160-30	6-17	3.9%	1-19	1.0%	69%	False	False	200,664
80	169-12	156-00	13-12	8.1%	1-19	1.0%	71%	False	False	150,885

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	170-15
2.618	168-22
1.618	167-19
1.000	166-29
0.618	166-16
HIGH	165-26
0.618	165-13
0.500	165-08
0.382	165-04
LOW	164-23
0.618	164-01
1.000	163-20
1.618	162-30
2.618	161-27
4.250	160-02

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	165-13	165-12
PP	165-11	165-10
S1	165-08	165-08

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

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