ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 13-May-2015

Day Change Summary
	Previous	Current
	12-May-2015	13-May-2015	Change	Change %	Previous Week
Open	151-17	152-03	0-18	0.4%	156-00
High	152-22	153-15	0-25	0.5%	156-19
Low	149-17	150-18	1-01	0.7%	151-18
Close	152-01	151-00	-1-01	-0.7%	154-21
Range	3-05	2-29	-0-08	-7.9%	5-01
ATR	1-31	2-01	0-02	3.4%	0-00
Volume	1,804	4,915	3,111	172.5%	5,385

Daily Pivots for day following 13-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	160-13	158-19	152-19
R3	157-16	155-22	151-26
R2	154-19	154-19	151-17
R1	152-25	152-25	151-09	152-08
PP	151-22	151-22	151-22	151-13
S1	149-28	149-28	150-23	149-10
S2	148-25	148-25	150-15
S3	145-28	146-31	150-06
S4	142-31	144-02	149-13

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-12	167-01	157-14
R3	164-11	162-00	156-01
R2	159-10	159-10	155-19
R1	156-31	156-31	155-04	155-20
PP	154-09	154-09	154-09	153-19
S1	151-30	151-30	154-06	150-19
S2	149-08	149-08	153-23
S3	144-07	146-29	153-09
S4	139-06	141-28	151-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-23	149-17	6-06	4.1%	2-30	1.9%	24%	False	False	2,552
10	158-15	149-17	8-30	5.9%	2-13	1.6%	16%	False	False	1,574
20	164-00	149-17	14-15	9.6%	1-31	1.3%	10%	False	False	847
40	165-07	149-17	15-22	10.4%	1-15	1.0%	9%	False	False	436

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	0-19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	165-26
2.618	161-02
1.618	158-05
1.000	156-12
0.618	155-08
HIGH	153-15
0.618	152-11
0.500	152-00
0.382	151-22
LOW	150-18
0.618	148-25
1.000	147-21
1.618	145-28
2.618	142-31
4.250	138-07

Fisher Pivots for day following 13-May-2015
Pivot	1 day	3 day
R1	152-00	152-08
PP	151-22	151-27
S1	151-11	151-14

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

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