ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 15-Sep-2014

Day Change Summary
	Previous	Current
	12-Sep-2014	15-Sep-2014	Change	Change %	Previous Week
Open	138-13	137-15	-0-30	-0.7%	139-15
High	138-13	137-28	-0-17	-0.4%	140-04
Low	137-08	137-08	0-00	0.0%	137-08
Close	137-09	137-18	0-09	0.2%	137-09
Range	1-05	0-20	-0-17	-45.9%	2-28
ATR	0-31	0-30	-0-01	-2.6%	0-00
Volume	9,363	5,245	-4,118	-44.0%	37,046

Daily Pivots for day following 15-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	139-14	139-04	137-29
R3	138-26	138-16	137-24
R2	138-06	138-06	137-22
R1	137-28	137-28	137-20	138-01
PP	137-18	137-18	137-18	137-20
S1	137-08	137-08	137-16	137-13
S2	136-30	136-30	137-14
S3	136-10	136-20	137-12
S4	135-22	136-00	137-07

Weekly Pivots for week ending 12-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-27	144-30	138-28
R3	143-31	142-02	138-02
R2	141-03	141-03	137-26
R1	139-06	139-06	137-17	138-22
PP	138-07	138-07	138-07	137-31
S1	136-10	136-10	137-01	135-26
S2	135-11	135-11	136-24
S3	132-15	133-14	136-16
S4	129-19	130-18	135-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	139-14	137-08	2-06	1.6%	0-25	0.6%	14%	False	True	7,398
10	141-18	137-08	4-10	3.1%	1-00	0.7%	7%	False	True	20,874
20	141-30	137-08	4-22	3.4%	0-29	0.7%	7%	False	True	199,641
40	141-30	136-14	5-16	4.0%	0-30	0.7%	20%	False	False	278,369
60	141-30	134-11	7-19	5.5%	0-30	0.7%	42%	False	False	281,133
80	141-30	134-11	7-19	5.5%	0-30	0.7%	42%	False	False	289,776
100	141-30	133-02	8-28	6.5%	0-30	0.7%	51%	False	False	232,654
120	141-30	131-00	10-30	8.0%	0-28	0.6%	60%	False	False	193,897

Crabel Price Patterns
NR	True
NR4	True
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	0-07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140-17
2.618	139-16
1.618	138-28
1.000	138-16
0.618	138-08
HIGH	137-28
0.618	137-20
0.500	137-18
0.382	137-16
LOW	137-08
0.618	136-28
1.000	136-20
1.618	136-08
2.618	135-20
4.250	134-19

Fisher Pivots for day following 15-Sep-2014
Pivot	1 day	3 day
R1	137-18	138-06
PP	137-18	137-31
S1	137-18	137-25

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

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