ECBOT 30 Year Treasury Bond Future December 2014

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	143-08	142-13	-0-27	-0.6%	142-00
High	143-14	142-27	-0-19	-0.4%	144-09
Low	142-11	142-09	-0-02	0.0%	141-19
Close	142-17	142-23	0-06	0.1%	144-02
Range	1-03	0-18	-0-17	-48.6%	2-22
ATR	1-02	1-00	-0-01	-3.3%	0-00
Volume	45,003	15,123	-29,880	-66.4%	1,815,008

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	144-10	144-02	143-01
R3	143-24	143-16	142-28
R2	143-06	143-06	142-26
R1	142-30	142-30	142-25	143-02
PP	142-20	142-20	142-20	142-22
S1	142-12	142-12	142-21	142-16
S2	142-02	142-02	142-20
S3	141-16	141-26	142-18
S4	140-30	141-08	142-13

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	151-12	150-13	145-17
R3	148-22	147-23	144-26
R2	146-00	146-00	144-18
R1	145-01	145-01	144-10	145-16
PP	143-10	143-10	143-10	143-18
S1	142-11	142-11	143-26	142-26
S2	140-20	140-20	143-18
S3	137-30	139-21	143-10
S4	135-08	136-31	142-19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-23	142-09	2-14	1.7%	0-31	0.7%	18%	False	True	125,719
10	144-23	141-00	3-23	2.6%	0-29	0.6%	46%	False	False	300,430
20	144-23	140-08	4-15	3.1%	0-30	0.7%	55%	False	False	279,312
40	148-00	140-02	7-30	5.6%	1-06	0.8%	33%	False	False	359,237
60	148-00	135-13	12-19	8.8%	1-04	0.8%	58%	False	False	361,152
80	148-00	135-13	12-19	8.8%	1-03	0.8%	58%	False	False	322,501
100	148-00	134-31	13-01	9.1%	1-01	0.7%	59%	False	False	258,150
120	148-00	133-01	14-31	10.5%	0-30	0.7%	65%	False	False	215,130

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	0-05
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	145-08
2.618	144-10
1.618	143-24
1.000	143-13
0.618	143-06
HIGH	142-27
0.618	142-20
0.500	142-18
0.382	142-16
LOW	142-09
0.618	141-30
1.000	141-23
1.618	141-12
2.618	140-26
4.250	139-28

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	142-21	143-16
PP	142-20	143-08
S1	142-18	142-31

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

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