ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 26-Dec-2014

Day Change Summary
	Previous	Current
	24-Dec-2014	26-Dec-2014	Change	Change %	Previous Week
Open	142-28	143-08	0-12	0.3%	144-19
High	143-09	143-23	0-14	0.3%	144-25
Low	142-11	143-02	0-23	0.5%	142-11
Close	143-05	143-12	0-07	0.2%	143-12
Range	0-30	0-21	-0-09	-30.0%	2-14
ATR	1-08	1-07	-0-01	-3.4%	0-00
Volume	84,135	53,552	-30,583	-36.3%	458,780

Daily Pivots for day following 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	145-11	145-01	143-24
R3	144-22	144-12	143-18
R2	144-01	144-01	143-16
R1	143-23	143-23	143-14	143-28
PP	143-12	143-12	143-12	143-15
S1	143-02	143-02	143-10	143-07
S2	142-23	142-23	143-08
S3	142-02	142-13	143-06
S4	141-13	141-24	143-00

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	150-26	149-17	144-23
R3	148-12	147-03	144-01
R2	145-30	145-30	143-26
R1	144-21	144-21	143-19	144-02
PP	143-16	143-16	143-16	143-07
S1	142-07	142-07	143-05	141-20
S2	141-02	141-02	142-30
S3	138-20	139-25	142-23
S4	136-06	137-11	142-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	144-25	142-11	2-14	1.7%	1-07	0.8%	42%	False	False	141,131
10	146-19	142-11	4-08	3.0%	1-11	0.9%	24%	False	False	277,025
20	146-19	140-26	5-25	4.0%	1-09	0.9%	44%	False	False	319,828
40	146-19	138-28	7-23	5.4%	1-02	0.7%	58%	False	False	190,522
60	146-19	137-00	9-19	6.7%	1-03	0.8%	66%	False	False	127,115
80	146-19	134-00	12-19	8.8%	0-30	0.6%	74%	False	False	95,338
100	146-19	134-00	12-19	8.8%	0-25	0.5%	74%	False	False	76,271

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	0-09
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	146-16
2.618	145-14
1.618	144-25
1.000	144-12
0.618	144-04
HIGH	143-23
0.618	143-15
0.500	143-12
0.382	143-10
LOW	143-02
0.618	142-21
1.000	142-13
1.618	142-00
2.618	141-11
4.250	140-09

Fisher Pivots for day following 26-Dec-2014
Pivot	1 day	3 day
R1	143-12	143-18
PP	143-12	143-16
S1	143-12	143-14

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

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