ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 24-Oct-2014

Day Change Summary
	Previous	Current
	23-Oct-2014	24-Oct-2014	Change	Change %	Previous Week
Open	142-18	141-24	-0-26	-0.6%	142-25
High	142-28	142-17	-0-11	-0.2%	143-25
Low	141-07	141-20	0-13	0.3%	141-07
Close	141-23	141-23	0-00	0.0%	141-23
Range	1-21	0-29	-0-24	-45.3%	2-18
ATR	1-15	1-14	-0-01	-2.8%	0-00
Volume	372,073	354,706	-17,367	-4.7%	1,775,074

Daily Pivots for day following 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	144-22	144-03	142-07
R3	143-25	143-06	141-31
R2	142-28	142-28	141-28
R1	142-09	142-09	141-26	142-04
PP	141-31	141-31	141-31	141-28
S1	141-12	141-12	141-20	141-07
S2	141-02	141-02	141-18
S3	140-05	140-15	141-15
S4	139-08	139-18	141-07

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	149-30	148-12	143-04
R3	147-12	145-26	142-14
R2	144-26	144-26	142-06
R1	143-08	143-08	141-31	142-24
PP	142-08	142-08	142-08	142-00
S1	140-22	140-22	141-15	140-06
S2	139-22	139-22	141-08
S3	137-04	138-04	141-00
S4	134-18	135-18	140-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-25	141-07	2-18	1.8%	1-08	0.9%	20%	False	False	355,014
10	148-00	141-07	6-25	4.8%	1-28	1.3%	7%	False	False	495,870
20	148-00	137-18	10-14	7.4%	1-16	1.1%	40%	False	False	468,304
40	148-00	135-13	12-19	8.9%	1-08	0.9%	50%	False	False	412,863
60	148-00	135-13	12-19	8.9%	1-04	0.8%	50%	False	False	299,256
80	148-00	133-01	14-31	10.6%	1-01	0.7%	58%	False	False	224,517
100	148-00	133-01	14-31	10.6%	0-28	0.6%	58%	False	False	179,614

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	146-12
2.618	144-29
1.618	144-00
1.000	143-14
0.618	143-03
HIGH	142-17
0.618	142-06
0.500	142-02
0.382	141-31
LOW	141-20
0.618	141-02
1.000	140-23
1.618	140-05
2.618	139-08
4.250	137-25

Fisher Pivots for day following 24-Oct-2014
Pivot	1 day	3 day
R1	142-02	142-08
PP	141-31	142-02
S1	141-27	141-28

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

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