ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 31-Dec-2014

Day Change Summary
	Previous	Current
	30-Dec-2014	31-Dec-2014	Change	Change %	Previous Week
Open	144-01	144-09	0-08	0.2%	144-19
High	144-22	144-21	-0-01	0.0%	144-25
Low	143-29	144-04	0-07	0.2%	142-11
Close	144-09	144-18	0-09	0.2%	143-12
Range	0-25	0-17	-0-08	-32.0%	2-14
ATR	1-05	1-04	-0-01	-3.9%	0-00
Volume	120,893	106,324	-14,569	-12.1%	458,780

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	146-01	145-27	144-27
R3	145-16	145-10	144-23
R2	144-31	144-31	144-21
R1	144-25	144-25	144-20	144-28
PP	144-14	144-14	144-14	144-16
S1	144-08	144-08	144-16	144-11
S2	143-29	143-29	144-15
S3	143-12	143-23	144-13
S4	142-27	143-06	144-09

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	144-22	142-11	2-11	1.6%	0-25	0.5%	95%	False	False	98,589
10	146-04	142-11	3-25	2.6%	1-06	0.8%	59%	False	False	182,292
20	146-19	140-26	5-25	4.0%	1-07	0.8%	65%	False	False	288,096
40	146-19	138-28	7-23	5.3%	1-02	0.7%	74%	False	False	199,325
60	146-19	137-28	8-23	6.0%	1-03	0.8%	77%	False	False	133,035
80	146-19	134-00	12-19	8.7%	0-31	0.7%	84%	False	False	99,779
100	146-19	134-00	12-19	8.7%	0-25	0.6%	84%	False	False	79,823

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	146-29
2.618	146-02
1.618	145-17
1.000	145-06
0.618	145-00
HIGH	144-21
0.618	144-15
0.500	144-12
0.382	144-10
LOW	144-04
0.618	143-25
1.000	143-19
1.618	143-08
2.618	142-23
4.250	141-28

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	144-16	144-12
PP	144-14	144-05
S1	144-12	143-30

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

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