ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	153-24	154-17	0-25	0.5%	154-01
High	154-31	155-02	0-03	0.1%	155-02
Low	153-21	154-10	0-21	0.4%	152-18
Close	154-22	154-14	-0-08	-0.2%	154-14
Range	1-10	0-24	-0-18	-42.9%	2-16
ATR	1-12	1-10	-0-01	-3.2%	0-00
Volume	235,011	236,901	1,890	0.8%	1,114,668

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	156-27	156-13	154-27
R3	156-03	155-21	154-21
R2	155-11	155-11	154-18
R1	154-29	154-29	154-16	154-24
PP	154-19	154-19	154-19	154-17
S1	154-05	154-05	154-12	154-00
S2	153-27	153-27	154-10
S3	153-03	153-13	154-07
S4	152-11	152-21	154-01

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-17	160-15	155-26
R3	159-01	157-31	155-04
R2	156-17	156-17	154-29
R1	155-15	155-15	154-21	156-00
PP	154-01	154-01	154-01	154-09
S1	152-31	152-31	154-07	153-16
S2	151-17	151-17	153-31
S3	149-01	150-15	153-24
S4	146-17	147-31	153-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-02	152-18	2-16	1.6%	1-04	0.7%	75%	True	False	222,933
10	155-02	151-12	3-22	2.4%	1-02	0.7%	83%	True	False	212,570
20	159-02	151-12	7-22	5.0%	1-10	0.8%	40%	False	False	236,323
40	160-20	151-12	9-08	6.0%	1-14	0.9%	33%	False	False	229,006
60	160-20	151-12	9-08	6.0%	1-18	1.0%	33%	False	False	227,068
80	161-17	151-12	10-05	6.6%	1-21	1.1%	30%	False	False	178,431
100	161-17	146-21	14-28	9.6%	1-19	1.0%	52%	False	False	142,771
120	161-17	145-30	15-19	10.1%	1-13	0.9%	55%	False	False	118,977

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	0-08
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	158-08
2.618	157-01
1.618	156-09
1.000	155-26
0.618	155-17
HIGH	155-02
0.618	154-25
0.500	154-22
0.382	154-19
LOW	154-10
0.618	153-27
1.000	153-18
1.618	153-03
2.618	152-11
4.250	151-04

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	154-22	154-11
PP	154-19	154-07
S1	154-17	154-04

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

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