ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	141-13	142-06	0-25	0.6%	142-28
High	142-07	142-08	0-01	0.0%	143-09
Low	141-03	141-00	-0-03	-0.1%	140-26
Close	141-27	141-17	-0-10	-0.2%	141-17
Range	1-04	1-08	0-04	11.1%	2-15
ATR	0-30	0-31	0-01	2.2%	0-00
Volume	315,023	440,657	125,634	39.9%	1,824,222

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-11	144-22	142-07
R3	144-03	143-14	141-28
R2	142-27	142-27	141-24
R1	142-06	142-06	141-21	141-28
PP	141-19	141-19	141-19	141-14
S1	140-30	140-30	141-13	140-20
S2	140-11	140-11	141-10
S3	139-03	139-22	141-06
S4	137-27	138-14	140-27

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	149-09	147-28	142-28
R3	146-26	145-13	142-07
R2	144-11	144-11	141-31
R1	142-30	142-30	141-24	142-13
PP	141-28	141-28	141-28	141-20
S1	140-15	140-15	141-10	139-30
S2	139-13	139-13	141-03
S3	136-30	138-00	140-27
S4	134-15	135-17	140-06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	143-09	140-26	2-15	1.7%	1-05	0.8%	29%	False	False	364,844
10	143-09	139-30	3-11	2.4%	0-31	0.7%	48%	False	False	322,829
20	143-09	138-28	4-13	3.1%	0-30	0.7%	60%	False	False	162,686
40	146-16	138-28	7-20	5.4%	1-02	0.7%	35%	False	False	81,619
60	146-16	134-00	12-16	8.8%	0-29	0.6%	60%	False	False	54,421
80	146-16	134-00	12-16	8.8%	0-23	0.5%	60%	False	False	40,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-06
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	147-18
2.618	145-17
1.618	144-09
1.000	143-16
0.618	143-01
HIGH	142-08
0.618	141-25
0.500	141-20
0.382	141-15
LOW	141-00
0.618	140-07
1.000	139-24
1.618	138-31
2.618	137-23
4.250	135-22

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	141-20	141-17
PP	141-19	141-17
S1	141-18	141-17

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

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