ECBOT 30 Year Treasury Bond Future June 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	158-15	159-05	0-22	0.4%	158-20
High	159-20	159-19	-0-01	0.0%	159-15
Low	158-15	158-31	0-16	0.3%	156-08
Close	158-26	159-03	0-09	0.2%	157-19
Range	1-05	0-20	-0-17	-45.9%	3-07
ATR	1-13	1-11	-0-01	-3.2%	0-00
Volume	56	256	200	357.1%	331

Daily Pivots for day following 31-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	161-03	160-23	159-14
R3	160-15	160-03	159-08
R2	159-27	159-27	159-07
R1	159-15	159-15	159-05	159-11
PP	159-07	159-07	159-07	159-05
S1	158-27	158-27	159-01	158-23
S2	158-19	158-19	158-31
S3	157-31	158-07	158-30
S4	157-11	157-19	158-24

Weekly Pivots for week ending 26-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	167-14	165-23	159-12
R3	164-07	162-16	158-15
R2	161-00	161-00	158-06
R1	159-09	159-09	157-28	158-17
PP	157-25	157-25	157-25	157-12
S1	156-02	156-02	157-10	155-10
S2	154-18	154-18	157-00
S3	151-11	152-27	156-23
S4	148-04	149-20	155-26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-20	156-08	3-12	2.1%	1-01	0.7%	84%	False	False	131
10	160-13	156-08	4-05	2.6%	1-13	0.9%	68%	False	False	104
20	161-09	152-02	9-07	5.8%	1-12	0.9%	76%	False	False	95
40	161-09	149-05	12-04	7.6%	1-03	0.7%	82%	False	False	70

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-03
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	162-08
2.618	161-07
1.618	160-19
1.000	160-07
0.618	159-31
HIGH	159-19
0.618	159-11
0.500	159-09
0.382	159-07
LOW	158-31
0.618	158-19
1.000	158-11
1.618	157-31
2.618	157-11
4.250	156-10

Fisher Pivots for day following 31-Dec-2014
Pivot	1 day	3 day
R1	159-09	158-29
PP	159-07	158-23
S1	159-05	158-18

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

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