ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	158-06	157-29	-0-09	-0.2%	158-20
High	158-25	158-21	-0-04	-0.1%	160-22
Low	157-15	157-12	-0-03	-0.1%	156-20
Close	157-29	158-04	0-07	0.1%	158-04
Range	1-10	1-09	-0-01	-2.4%	4-02
ATR	1-28	1-26	-0-01	-2.2%	0-00
Volume	345,717	187,153	-158,564	-45.9%	1,372,310

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-29	161-09	158-27
R3	160-20	160-00	158-15
R2	159-11	159-11	158-12
R1	158-23	158-23	158-08	159-01
PP	158-02	158-02	158-02	158-06
S1	157-14	157-14	158-00	157-24
S2	156-25	156-25	157-28
S3	155-16	156-05	157-25
S4	154-07	154-28	157-13

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	170-21	168-15	160-12
R3	166-19	164-13	159-08
R2	162-17	162-17	158-28
R1	160-11	160-11	158-16	159-13
PP	158-15	158-15	158-15	158-00
S1	156-09	156-09	157-24	155-11
S2	154-13	154-13	157-12
S3	150-11	152-07	157-00
S4	146-09	148-05	155-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160-22	156-20	4-02	2.6%	1-30	1.2%	37%	False	False	274,462
10	160-22	155-07	5-15	3.5%	1-28	1.2%	53%	False	False	257,031
20	160-22	150-31	9-23	6.1%	1-20	1.0%	74%	False	False	241,680
40	160-22	147-11	13-11	8.4%	1-27	1.2%	81%	False	False	251,370
60	160-22	147-11	13-11	8.4%	1-28	1.2%	81%	False	False	245,643
80	161-17	147-11	14-06	9.0%	1-30	1.2%	76%	False	False	184,921
100	165-07	147-11	17-28	11.3%	1-25	1.1%	60%	False	False	147,943

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-11
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	164-03
2.618	162-00
1.618	160-23
1.000	159-30
0.618	159-14
HIGH	158-21
0.618	158-05
0.500	158-00
0.382	157-28
LOW	157-12
0.618	156-19
1.000	156-03
1.618	155-10
2.618	154-01
4.250	151-30

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	158-03	159-01
PP	158-02	158-23
S1	158-00	158-14

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

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