ECBOT 30 Year Treasury Bond Future June 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jan-2015 | 14-Jan-2015 | Change | Change % | Previous Week |  
                        | Open | 165-13 | 164-22 | -0-23 | -0.4% | 161-00 |  
                        | High | 165-25 | 167-16 | 1-23 | 1.0% | 166-10 |  
                        | Low | 164-03 | 164-22 | 0-19 | 0.4% | 160-27 |  
                        | Close | 165-07 | 166-20 | 1-13 | 0.9% | 163-30 |  
                        | Range | 1-22 | 2-26 | 1-04 | 66.7% | 5-15 |  
                        | ATR | 1-22 | 1-25 | 0-03 | 4.7% | 0-00 |  
                        | Volume | 94 | 99 | 5 | 5.3% | 1,640 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 174-23 | 173-15 | 168-06 |  |  
                | R3 | 171-29 | 170-21 | 167-13 |  |  
                | R2 | 169-03 | 169-03 | 167-04 |  |  
                | R1 | 167-27 | 167-27 | 166-28 | 168-15 |  
                | PP | 166-09 | 166-09 | 166-09 | 166-18 |  
                | S1 | 165-01 | 165-01 | 166-12 | 165-21 |  
                | S2 | 163-15 | 163-15 | 166-04 |  |  
                | S3 | 160-21 | 162-07 | 165-27 |  |  
                | S4 | 157-27 | 159-13 | 165-02 |  |  | 
        
            | Weekly Pivots for week ending 09-Jan-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 180-03 | 177-16 | 166-30 |  |  
                | R3 | 174-20 | 172-01 | 165-14 |  |  
                | R2 | 169-05 | 169-05 | 164-30 |  |  
                | R1 | 166-18 | 166-18 | 164-14 | 167-28 |  
                | PP | 163-22 | 163-22 | 163-22 | 164-11 |  
                | S1 | 161-03 | 161-03 | 163-14 | 162-12 |  
                | S2 | 158-07 | 158-07 | 162-30 |  |  
                | S3 | 152-24 | 155-20 | 162-14 |  |  
                | S4 | 147-09 | 150-05 | 160-30 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 179-14 |  
            | 2.618 | 174-28 |  
            | 1.618 | 172-02 |  
            | 1.000 | 170-10 |  
            | 0.618 | 169-08 |  
            | HIGH | 167-16 |  
            | 0.618 | 166-14 |  
            | 0.500 | 166-03 |  
            | 0.382 | 165-24 |  
            | LOW | 164-22 |  
            | 0.618 | 162-30 |  
            | 1.000 | 161-28 |  
            | 1.618 | 160-04 |  
            | 2.618 | 157-10 |  
            | 4.250 | 152-24 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jan-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 166-14 | 166-10 |  
                                | PP | 166-09 | 166-00 |  
                                | S1 | 166-03 | 165-22 |  |