ECBOT 30 Year Treasury Bond Future June 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	168-29	169-26	0-29	0.5%	168-05
High	170-11	170-09	-0-02	0.0%	170-11
Low	168-29	169-20	0-23	0.4%	167-03
Close	169-25	170-07	0-14	0.3%	169-25
Range	1-14	0-21	-0-25	-54.3%	3-08
ATR	1-11	1-10	-0-02	-3.7%	0-00
Volume	989	1,705	716	72.4%	16,234

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	172-00	171-25	170-19
R3	171-11	171-04	170-13
R2	170-22	170-22	170-11
R1	170-15	170-15	170-09	170-18
PP	170-01	170-01	170-01	170-03
S1	169-26	169-26	170-05	169-30
S2	169-12	169-12	170-03
S3	168-23	169-05	170-01
S4	168-02	168-16	169-27

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	178-26	177-18	171-18
R3	175-18	174-10	170-22
R2	172-10	172-10	170-12
R1	171-02	171-02	170-03	171-22
PP	169-02	169-02	169-02	169-12
S1	167-26	167-26	169-15	168-14
S2	165-26	165-26	169-06
S3	162-18	164-18	168-28
S4	159-10	161-10	168-00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	170-11	167-03	3-08	1.9%	1-00	0.6%	96%	False	False	2,546
10	170-11	163-03	7-08	4.3%	1-10	0.8%	98%	False	False	12,563
20	170-11	163-03	7-08	4.3%	1-09	0.8%	98%	False	False	144,099
40	170-11	160-31	9-12	5.5%	1-12	0.8%	99%	False	False	186,456
60	170-11	160-31	9-12	5.5%	1-13	0.8%	99%	False	False	188,993
80	170-11	160-30	9-13	5.5%	1-15	0.9%	99%	False	False	197,823
100	170-11	156-29	13-14	7.9%	1-17	0.9%	99%	False	False	158,738

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	173-02
2.618	172-00
1.618	171-11
1.000	170-30
0.618	170-22
HIGH	170-09
0.618	170-01
0.500	169-30
0.382	169-28
LOW	169-20
0.618	169-07
1.000	168-31
1.618	168-18
2.618	167-29
4.250	166-27

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	170-04	169-30
PP	170-01	169-20
S1	169-30	169-10

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

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