ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 13-Oct-2014

Day Change Summary
	Previous	Current
	10-Oct-2014	13-Oct-2014	Change	Change %	Previous Week
Open	139-17	140-14	0-29	0.6%	137-29
High	140-06	141-01	0-27	0.6%	140-06
Low	139-08	140-05	0-29	0.7%	137-28
Close	139-25	140-17	0-24	0.5%	139-25
Range	0-30	0-28	-0-02	-6.7%	2-10
ATR	0-24	0-25	0-01	4.9%	0-00
Volume	46	279	233	506.5%	331

Daily Pivots for day following 13-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	143-06	142-24	141-00
R3	142-10	141-28	140-25
R2	141-14	141-14	140-22
R1	141-00	141-00	140-20	141-07
PP	140-18	140-18	140-18	140-22
S1	140-04	140-04	140-14	140-11
S2	139-22	139-22	140-12
S3	138-26	139-08	140-09
S4	137-30	138-12	140-02

Weekly Pivots for week ending 10-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-07	145-10	141-02
R3	143-29	143-00	140-13
R2	141-19	141-19	140-07
R1	140-22	140-22	140-00	141-04
PP	139-09	139-09	139-09	139-16
S1	138-12	138-12	139-18	138-26
S2	136-31	136-31	139-11
S3	134-21	136-02	139-05
S4	132-11	133-24	138-16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	141-01	137-28	3-05	2.2%	0-28	0.6%	84%	True	False	119
10	141-01	136-12	4-21	3.3%	0-26	0.6%	89%	True	False	73
20	141-01	134-00	7-01	5.0%	0-22	0.5%	93%	True	False	41
40	141-01	134-00	7-01	5.0%	0-13	0.3%	93%	True	False	21
60	141-01	134-00	7-01	5.0%	0-10	0.2%	93%	True	False	14

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-04
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	144-24
2.618	143-10
1.618	142-14
1.000	141-29
0.618	141-18
HIGH	141-01
0.618	140-22
0.500	140-19
0.382	140-16
LOW	140-05
0.618	139-20
1.000	139-09
1.618	138-24
2.618	137-28
4.250	136-14

Fisher Pivots for day following 13-Oct-2014
Pivot	1 day	3 day
R1	140-19	140-12
PP	140-18	140-08
S1	140-18	140-03

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

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