ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 18-Nov-2014

Day Change Summary
	Previous	Current
	17-Nov-2014	18-Nov-2014	Change	Change %	Previous Week
Open	141-20	141-11	-0-09	-0.2%	141-29
High	142-09	141-29	-0-12	-0.3%	142-08
Low	141-05	141-10	0-05	0.1%	140-17
Close	141-12	141-22	0-10	0.2%	141-22
Range	1-04	0-19	-0-17	-47.2%	1-23
ATR	1-04	1-03	-0-01	-3.4%	0-00
Volume	266,078	211,563	-54,515	-20.5%	1,126,767

Daily Pivots for day following 18-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-13	143-05	142-00
R3	142-26	142-18	141-27
R2	142-07	142-07	141-25
R1	141-31	141-31	141-24	142-03
PP	141-20	141-20	141-20	141-22
S1	141-12	141-12	141-20	141-16
S2	141-01	141-01	141-19
S3	140-14	140-25	141-17
S4	139-27	140-06	141-12

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-21	145-28	142-20
R3	144-30	144-05	142-05
R2	143-07	143-07	142-00
R1	142-14	142-14	141-27	141-31
PP	141-16	141-16	141-16	141-08
S1	140-23	140-23	141-17	140-08
S2	139-25	139-25	141-12
S3	138-02	139-00	141-07
S4	136-11	137-09	140-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-09	140-22	1-19	1.1%	0-28	0.6%	63%	False	False	270,818
10	142-09	140-08	2-01	1.4%	1-00	0.7%	71%	False	False	258,194
20	143-08	140-08	3-00	2.1%	1-01	0.7%	48%	False	False	297,306
40	148-00	136-26	11-06	7.9%	1-08	0.9%	44%	False	False	382,068
60	148-00	135-13	12-19	8.9%	1-05	0.8%	50%	False	False	378,067
80	148-00	134-31	13-01	9.2%	1-03	0.8%	52%	False	False	285,090
100	148-00	133-01	14-31	10.6%	1-00	0.7%	58%	False	False	228,112
120	148-00	133-01	14-31	10.6%	0-28	0.6%	58%	False	False	190,094

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0-08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	144-14
2.618	143-15
1.618	142-28
1.000	142-16
0.618	142-09
HIGH	141-29
0.618	141-22
0.500	141-20
0.382	141-17
LOW	141-10
0.618	140-30
1.000	140-23
1.618	140-11
2.618	139-24
4.250	138-25

Fisher Pivots for day following 18-Nov-2014
Pivot	1 day	3 day
R1	141-21	141-21
PP	141-20	141-19
S1	141-20	141-18

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

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