ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 21-Nov-2014

Day Change Summary
	Previous	Current
	20-Nov-2014	21-Nov-2014	Change	Change %	Previous Week
Open	141-03	141-17	0-14	0.3%	141-20
High	142-03	142-03	0-00	0.0%	142-09
Low	141-02	141-12	0-10	0.2%	141-00
Close	141-18	142-00	0-14	0.3%	142-00
Range	1-01	0-23	-0-10	-30.3%	1-09
ATR	1-02	1-02	-0-01	-2.4%	0-00
Volume	380,089	321,366	-58,723	-15.4%	1,531,898

Daily Pivots for day following 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-31	143-23	142-13
R3	143-08	143-00	142-06
R2	142-17	142-17	142-04
R1	142-09	142-09	142-02	142-13
PP	141-26	141-26	141-26	141-28
S1	141-18	141-18	141-30	141-22
S2	141-03	141-03	141-28
S3	140-12	140-27	141-26
S4	139-21	140-04	141-19

Weekly Pivots for week ending 21-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-19	145-03	142-23
R3	144-10	143-26	142-11
R2	143-01	143-01	142-08
R1	142-17	142-17	142-04	142-25
PP	141-24	141-24	141-24	141-28
S1	141-08	141-08	141-28	141-16
S2	140-15	140-15	141-24
S3	139-06	139-31	141-21
S4	137-29	138-22	141-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	142-09	141-00	1-09	0.9%	0-28	0.6%	78%	False	False	306,379
10	142-09	140-17	1-24	1.2%	0-29	0.6%	84%	False	False	265,866
20	142-09	140-08	2-01	1.4%	0-31	0.7%	86%	False	False	295,206
40	148-00	137-18	10-14	7.4%	1-07	0.9%	43%	False	False	381,755
60	148-00	135-13	12-19	8.9%	1-05	0.8%	52%	False	False	373,644
80	148-00	135-13	12-19	8.9%	1-03	0.8%	52%	False	False	298,244
100	148-00	133-01	14-31	10.5%	1-01	0.7%	60%	False	False	238,654
120	148-00	133-01	14-31	10.5%	0-28	0.6%	60%	False	False	198,879

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	145-05
2.618	143-31
1.618	143-08
1.000	142-26
0.618	142-17
HIGH	142-03
0.618	141-26
0.500	141-24
0.382	141-21
LOW	141-12
0.618	140-30
1.000	140-21
1.618	140-07
2.618	139-16
4.250	138-10

Fisher Pivots for day following 21-Nov-2014
Pivot	1 day	3 day
R1	141-29	141-27
PP	141-26	141-22
S1	141-24	141-18

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

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