ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	163-23	164-09	0-18	0.3%	164-09
High	164-21	164-19	-0-02	0.0%	165-00
Low	163-17	163-27	0-10	0.2%	163-13
Close	164-18	164-10	-0-08	-0.2%	164-10
Range	1-04	0-24	-0-12	-33.3%	1-19
ATR	1-12	1-11	-0-01	-3.2%	0-00
Volume	337,611	214,437	-123,174	-36.5%	1,506,202

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	166-16	166-05	164-23
R3	165-24	165-13	164-17
R2	165-00	165-00	164-14
R1	164-21	164-21	164-12	164-26
PP	164-08	164-08	164-08	164-11
S1	163-29	163-29	164-08	164-02
S2	163-16	163-16	164-06
S3	162-24	163-05	164-03
S4	162-00	162-13	163-29

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	169-01	168-08	165-06
R3	167-14	166-21	164-24
R2	165-27	165-27	164-19
R1	165-02	165-02	164-15	165-14
PP	164-08	164-08	164-08	164-14
S1	163-15	163-15	164-05	163-28
S2	162-21	162-21	164-01
S3	161-02	161-28	163-28
S4	159-15	160-09	163-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-00	163-13	1-19	1.0%	1-01	0.6%	57%	False	False	301,240
10	166-29	163-04	3-25	2.3%	1-08	0.8%	31%	False	False	275,636
20	166-29	161-30	4-31	3.0%	1-11	0.8%	48%	False	False	250,451
40	167-06	160-31	6-07	3.8%	1-13	0.9%	54%	False	False	229,454
60	167-06	160-30	6-08	3.8%	1-15	0.9%	54%	False	False	226,057
80	169-12	160-14	8-30	5.4%	1-18	1.0%	43%	False	False	196,722
100	169-12	153-18	15-26	9.6%	1-17	0.9%	68%	False	False	157,501

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	167-25
2.618	166-18
1.618	165-26
1.000	165-11
0.618	165-02
HIGH	164-19
0.618	164-10
0.500	164-07
0.382	164-04
LOW	163-27
0.618	163-12
1.000	163-03
1.618	162-20
2.618	161-28
4.250	160-21

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	164-09	164-08
PP	164-08	164-05
S1	164-07	164-03

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

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