ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 30-Dec-2014

Day Change Summary
	Previous	Current
	29-Dec-2014	30-Dec-2014	Change	Change %	Previous Week
Open	143-11	144-01	0-22	0.5%	144-19
High	144-09	144-22	0-13	0.3%	144-25
Low	143-07	143-29	0-22	0.5%	142-11
Close	144-00	144-09	0-09	0.2%	143-12
Range	1-02	0-25	-0-09	-26.5%	2-14
ATR	1-06	1-05	-0-01	-2.5%	0-00
Volume	128,045	120,893	-7,152	-5.6%	458,780

Daily Pivots for day following 30-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-20	146-08	144-23
R3	145-27	145-15	144-16
R2	145-02	145-02	144-14
R1	144-22	144-22	144-11	144-28
PP	144-09	144-09	144-09	144-12
S1	143-29	143-29	144-07	144-03
S2	143-16	143-16	144-04
S3	142-23	143-04	144-02
S4	141-30	142-11	143-27

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	144-24	142-11	2-13	1.7%	1-03	0.8%	81%	False	False	112,392
10	146-19	142-11	4-08	2.9%	1-10	0.9%	46%	False	False	216,915
20	146-19	140-26	5-25	4.0%	1-08	0.9%	60%	False	False	300,829
40	146-19	138-28	7-23	5.3%	1-02	0.7%	70%	False	False	196,703
60	146-19	137-28	8-23	6.0%	1-03	0.8%	73%	False	False	131,263
80	146-19	134-00	12-19	8.7%	0-30	0.7%	82%	False	False	98,450
100	146-19	134-00	12-19	8.7%	0-25	0.5%	82%	False	False	78,760

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	0-08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148-00
2.618	146-23
1.618	145-30
1.000	145-15
0.618	145-05
HIGH	144-22
0.618	144-12
0.500	144-10
0.382	144-07
LOW	143-29
0.618	143-14
1.000	143-04
1.618	142-21
2.618	141-28
4.250	140-19

Fisher Pivots for day following 30-Dec-2014
Pivot	1 day	3 day
R1	144-10	144-05
PP	144-09	144-00
S1	144-09	143-28

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

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