ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 18-May-2015

Day Change Summary
	Previous	Current
	15-May-2015	18-May-2015	Change	Change %	Previous Week
Open	153-08	155-17	2-09	1.5%	156-01
High	155-27	155-17	-0-10	-0.2%	156-21
Low	153-06	153-03	-0-03	-0.1%	151-04
Close	155-19	153-15	-2-04	-1.4%	155-19
Range	2-21	2-14	-0-07	-8.2%	5-17
ATR	2-10	2-10	0-00	0.6%	0-00
Volume	264,551	213,166	-51,385	-19.4%	1,588,324

Daily Pivots for day following 18-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-11	159-27	154-26
R3	158-29	157-13	154-04
R2	156-15	156-15	153-29
R1	154-31	154-31	153-22	154-16
PP	154-01	154-01	154-01	153-26
S1	152-17	152-17	153-08	152-02
S2	151-19	151-19	153-01
S3	149-05	150-03	152-26
S4	146-23	147-21	152-04

Weekly Pivots for week ending 15-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-02	168-27	158-20
R3	165-17	163-10	157-04
R2	160-00	160-00	156-19
R1	157-25	157-25	156-03	156-04
PP	154-15	154-15	154-15	153-20
S1	152-08	152-08	155-03	150-19
S2	148-30	148-30	154-19
S3	143-13	146-23	154-02
S4	137-28	141-06	152-18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-27	151-04	4-23	3.1%	2-19	1.7%	50%	False	False	310,925
10	157-12	151-04	6-08	4.1%	2-20	1.7%	38%	False	False	302,663
20	164-24	151-04	13-20	8.9%	2-10	1.5%	17%	False	False	271,206
40	166-21	151-04	15-17	10.1%	2-02	1.3%	15%	False	False	236,087
60	166-21	151-04	15-17	10.1%	1-31	1.3%	15%	False	False	235,829
80	171-09	151-04	20-05	13.1%	2-00	1.3%	12%	False	False	177,433
100	171-09	151-04	20-05	13.1%	2-01	1.3%	12%	False	False	141,993
120	171-09	151-00	20-09	13.2%	1-29	1.2%	12%	False	False	118,342

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	165-28
2.618	161-29
1.618	159-15
1.000	157-31
0.618	157-01
HIGH	155-17
0.618	154-19
0.500	154-10
0.382	154-01
LOW	153-03
0.618	151-19
1.000	150-21
1.618	149-05
2.618	146-23
4.250	142-24

Fisher Pivots for day following 18-May-2015
Pivot	1 day	3 day
R1	154-10	153-28
PP	154-01	153-23
S1	153-24	153-19

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

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