ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	152-31	153-25	0-26	0.5%	154-20
High	154-03	153-25	-0-10	-0.2%	155-00
Low	152-24	152-23	-0-01	0.0%	152-02
Close	153-15	153-12	-0-03	-0.1%	153-12
Range	1-11	1-02	-0-09	-20.9%	2-30
ATR	1-05	1-05	0-00	-0.6%	0-00
Volume	109	141	32	29.4%	544

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	156-15	156-00	153-31
R3	155-13	154-30	153-21
R2	154-11	154-11	153-18
R1	153-28	153-28	153-15	153-18
PP	153-09	153-09	153-09	153-05
S1	152-26	152-26	153-09	152-16
S2	152-07	152-07	153-06
S3	151-05	151-24	153-03
S4	150-03	150-22	152-25

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	162-09	160-25	155-00
R3	159-11	157-27	154-06
R2	156-13	156-13	153-29
R1	154-29	154-29	153-21	154-06
PP	153-15	153-15	153-15	153-04
S1	151-31	151-31	153-03	151-08
S2	150-17	150-17	152-27
S3	147-19	149-01	152-18
S4	144-21	146-03	151-24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-00	152-02	2-30	1.9%	1-02	0.7%	45%	False	False	108
10	155-00	150-23	4-09	2.8%	0-30	0.6%	62%	False	False	96
20	155-00	149-05	5-27	3.8%	0-28	0.6%	72%	False	False	59

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	0-03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	158-10
2.618	156-18
1.618	155-16
1.000	154-27
0.618	154-14
HIGH	153-25
0.618	153-12
0.500	153-08
0.382	153-04
LOW	152-23
0.618	152-02
1.000	151-21
1.618	151-00
2.618	149-30
4.250	148-06

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	153-11	153-09
PP	153-09	153-06
S1	153-08	153-02

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

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