ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 19-Sep-2014

Day Change Summary
	Previous	Current
	18-Sep-2014	19-Sep-2014	Change	Change %	Previous Week
Open	134-13	134-10	-0-03	-0.1%	134-18
High	134-13	135-11	0-30	0.7%	135-11
Low	134-13	134-00	-0-13	-0.3%	134-00
Close	134-13	135-09	0-28	0.7%	135-09
Range	0-00	1-11	1-11		1-11
ATR	0-15	0-17	0-02	13.3%	0-00
Volume	4	4	0	0.0%	20

Daily Pivots for day following 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-29	138-14	136-01
R3	137-18	137-03	135-21
R2	136-07	136-07	135-17
R1	135-24	135-24	135-13	136-00
PP	134-28	134-28	134-28	135-00
S1	134-13	134-13	135-05	134-20
S2	133-17	133-17	135-01
S3	132-06	133-02	134-29
S4	130-27	131-23	134-17

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	138-29	138-14	136-01
R3	137-18	137-03	135-21
R2	136-07	136-07	135-17
R1	135-24	135-24	135-13	136-00
PP	134-28	134-28	134-28	135-00
S1	134-13	134-13	135-05	134-20
S2	133-17	133-17	135-01
S3	132-06	133-02	134-29
S4	130-27	131-23	134-17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-11	134-00	1-11	1.0%	0-14	0.3%	95%	True	True	4
10	136-26	134-00	2-26	2.1%	0-09	0.2%	46%	False	True	2
20	139-05	134-00	5-05	3.8%	0-07	0.2%	25%	False	True	2
40	139-05	134-00	5-05	3.8%	0-05	0.1%	25%	False	True	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-01
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	141-02
2.618	138-28
1.618	137-17
1.000	136-22
0.618	136-06
HIGH	135-11
0.618	134-27
0.500	134-22
0.382	134-16
LOW	134-00
0.618	133-05
1.000	132-21
1.618	131-26
2.618	130-15
4.250	128-09

Fisher Pivots for day following 19-Sep-2014
Pivot	1 day	3 day
R1	135-02	135-02
PP	134-28	134-28
S1	134-22	134-22

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

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