ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 10-Feb-2015

Day Change Summary
	Previous	Current
	09-Feb-2015	10-Feb-2015	Change	Change %	Previous Week
Open	147-20	147-04	-0-16	-0.3%	151-19
High	148-09	147-11	-0-30	-0.6%	151-23
Low	146-31	146-19	-0-12	-0.3%	147-01
Close	147-19	146-28	-0-23	-0.5%	147-21
Range	1-10	0-24	-0-18	-42.9%	4-22
ATR	1-23	1-21	-0-02	-3.0%	0-00
Volume	254,044	281,888	27,844	11.0%	1,904,949

Daily Pivots for day following 10-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	149-06	148-25	147-09
R3	148-14	148-01	147-03
R2	147-22	147-22	147-00
R1	147-09	147-09	146-30	147-04
PP	146-30	146-30	146-30	146-27
S1	146-17	146-17	146-26	146-12
S2	146-06	146-06	146-24
S3	145-14	145-25	146-21
S4	144-22	145-01	146-15

Weekly Pivots for week ending 06-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-28	159-30	150-08
R3	158-06	155-08	148-30
R2	153-16	153-16	148-16
R1	150-18	150-18	148-03	149-22
PP	148-26	148-26	148-26	148-12
S1	145-28	145-28	147-07	145-00
S2	144-04	144-04	146-26
S3	139-14	141-06	146-12
S4	134-24	136-16	145-02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	150-19	146-19	4-00	2.7%	1-22	1.1%	7%	False	True	341,029
10	151-28	146-19	5-09	3.6%	1-22	1.2%	5%	False	True	362,878
20	151-28	146-19	5-09	3.6%	1-25	1.2%	5%	False	True	387,339
40	151-28	142-11	9-17	6.5%	1-19	1.1%	48%	False	False	337,823
60	151-28	139-11	12-17	8.5%	1-12	0.9%	60%	False	False	305,904
80	151-28	138-28	13-00	8.9%	1-09	0.9%	62%	False	False	229,609
100	151-28	134-00	17-28	12.2%	1-07	0.8%	72%	False	False	183,697
120	151-28	134-00	17-28	12.2%	1-02	0.7%	72%	False	False	153,081

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	0-12
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	150-17
2.618	149-10
1.618	148-18
1.000	148-03
0.618	147-26
HIGH	147-11
0.618	147-02
0.500	146-31
0.382	146-28
LOW	146-19
0.618	146-04
1.000	145-27
1.618	145-12
2.618	144-20
4.250	143-13

Fisher Pivots for day following 10-Feb-2015
Pivot	1 day	3 day
R1	146-31	148-04
PP	146-30	147-23
S1	146-29	147-10

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

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