ECBOT 30 Year Treasury Bond Future March 2015

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

Day Change Summary
	Previous	Current
	31-Oct-2014	03-Nov-2014	Change	Change %	Previous Week
Open	139-29	139-23	-0-06	-0.1%	140-05
High	140-00	140-03	0-03	0.1%	140-22
Low	139-08	139-00	-0-08	-0.2%	139-04
Close	139-20	139-19	-0-01	0.0%	139-20
Range	0-24	1-03	0-11	45.8%	1-18
ATR	1-01	1-01	0-00	0.4%	0-00
Volume	1,367	1,454	87	6.4%	2,524

Daily Pivots for day following 03-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-27	142-10	140-06
R3	141-24	141-07	139-29
R2	140-21	140-21	139-25
R1	140-04	140-04	139-22	139-27
PP	139-18	139-18	139-18	139-14
S1	139-01	139-01	139-16	138-24
S2	138-15	138-15	139-13
S3	137-12	137-30	139-09
S4	136-09	136-27	139-00

Weekly Pivots for week ending 31-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	144-16	143-20	140-16
R3	142-30	142-02	140-02
R2	141-12	141-12	139-29
R1	140-16	140-16	139-25	140-05
PP	139-26	139-26	139-26	139-20
S1	138-30	138-30	139-15	138-19
S2	138-08	138-08	139-11
S3	136-22	137-12	139-06
S4	135-04	135-26	138-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	140-20	139-00	1-20	1.2%	0-27	0.6%	37%	False	True	753
10	142-06	139-00	3-06	2.3%	0-28	0.6%	19%	False	True	640
20	146-16	137-28	8-20	6.2%	1-07	0.9%	20%	False	False	455
40	146-16	134-00	12-16	9.0%	0-28	0.6%	45%	False	False	233
60	146-16	134-00	12-16	9.0%	0-20	0.4%	45%	False	False	156

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	0-05
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	144-24
2.618	142-31
1.618	141-28
1.000	141-06
0.618	140-25
HIGH	140-03
0.618	139-22
0.500	139-18
0.382	139-13
LOW	139-00
0.618	138-10
1.000	137-29
1.618	137-07
2.618	136-04
4.250	134-11

Fisher Pivots for day following 03-Nov-2014
Pivot	1 day	3 day
R1	139-18	139-25
PP	139-18	139-23
S1	139-18	139-21

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

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