ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	151-15	152-24	1-09	0.8%	156-17
High	153-05	152-25	-0-12	-0.2%	157-00
Low	150-07	150-19	0-12	0.2%	150-07
Close	152-29	151-08	-1-21	-1.1%	151-08
Range	2-30	2-06	-0-24	-25.5%	6-25
ATR	2-05	2-06	0-00	0.5%	0-00
Volume	11,410	6,456	-4,954	-43.4%	75,135

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	158-03	156-28	152-14
R3	155-29	154-22	151-27
R2	153-23	153-23	151-21
R1	152-16	152-16	151-14	152-00
PP	151-17	151-17	151-17	151-10
S1	150-10	150-10	151-02	149-26
S2	149-11	149-11	150-27
S3	147-05	148-04	150-21
S4	144-31	145-30	150-02

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	173-05	169-00	154-31
R3	166-12	162-07	153-04
R2	159-19	159-19	152-16
R1	155-14	155-14	151-28	154-04
PP	152-26	152-26	152-26	152-06
S1	148-21	148-21	150-20	147-11
S2	146-01	146-01	150-00
S3	139-08	141-28	149-12
S4	132-15	135-03	147-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-00	150-07	6-25	4.5%	2-16	1.6%	15%	False	False	15,027
10	157-12	150-07	7-05	4.7%	2-00	1.3%	14%	False	False	150,231
20	157-12	150-07	7-05	4.7%	2-07	1.5%	14%	False	False	220,882
40	165-26	150-07	15-19	10.3%	2-03	1.4%	7%	False	False	231,994
60	166-21	150-07	16-14	10.9%	1-31	1.3%	6%	False	False	220,751
80	166-21	150-07	16-14	10.9%	1-31	1.3%	6%	False	False	206,123
100	171-09	150-07	21-02	13.9%	2-02	1.4%	5%	False	False	165,030
120	171-09	150-07	21-02	13.9%	2-00	1.3%	5%	False	False	137,553

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-13
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	162-02
2.618	158-16
1.618	156-10
1.000	154-31
0.618	154-04
HIGH	152-25
0.618	151-30
0.500	151-22
0.382	151-14
LOW	150-19
0.618	149-08
1.000	148-13
1.618	147-02
2.618	144-28
4.250	141-10

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	151-22	151-28
PP	151-17	151-21
S1	151-13	151-15

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

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