ECBOT 30 Year Treasury Bond Future March 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	145-25	145-08	-0-17	-0.4%	144-06
High	146-19	145-31	-0-20	-0.4%	146-19
Low	145-12	145-06	-0-06	-0.1%	143-19
Close	145-22	145-22	0-00	0.0%	145-22
Range	1-07	0-25	-0-14	-35.9%	3-00
ATR	1-14	1-12	-0-01	-3.2%	0-00
Volume	8,062	6,717	-1,345	-16.7%	47,532

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	147-31	147-19	146-04
R3	147-06	146-26	145-29
R2	146-13	146-13	145-27
R1	146-01	146-01	145-24	146-07
PP	145-20	145-20	145-20	145-22
S1	145-08	145-08	145-20	145-14
S2	144-27	144-27	145-17
S3	144-02	144-15	145-15
S4	143-09	143-22	145-08

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	154-09	153-00	147-11
R3	151-09	150-00	146-16
R2	148-09	148-09	146-08
R1	147-00	147-00	145-31	147-20
PP	145-09	145-09	145-09	145-20
S1	144-00	144-00	145-13	144-20
S2	142-09	142-09	145-04
S3	139-09	141-00	144-28
S4	136-09	138-00	144-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146-19	143-19	3-00	2.1%	1-02	0.7%	70%	False	False	9,506
10	147-09	142-31	4-10	3.0%	1-08	0.9%	63%	False	False	20,956
20	147-25	142-31	4-26	3.3%	1-11	0.9%	56%	False	False	216,503
40	151-28	142-31	8-29	6.1%	1-18	1.1%	31%	False	False	294,543
60	151-28	142-11	9-17	6.5%	1-16	1.0%	35%	False	False	294,320
80	151-28	139-19	12-09	8.4%	1-13	1.0%	50%	False	False	291,865
100	151-28	138-28	13-00	8.9%	1-09	0.9%	52%	False	False	233,633
120	151-28	135-10	16-18	11.4%	1-08	0.9%	63%	False	False	194,717

Crabel Price Patterns
NR	True
NR4	True
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	0-09
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	149-09
2.618	148-00
1.618	147-07
1.000	146-24
0.618	146-14
HIGH	145-31
0.618	145-21
0.500	145-18
0.382	145-16
LOW	145-06
0.618	144-23
1.000	144-13
1.618	143-30
2.618	143-05
4.250	141-28

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	145-21	145-22
PP	145-20	145-22
S1	145-18	145-22

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

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