ECBOT 30 Year Treasury Bond Future June 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	159-13	159-12	-0-01	0.0%	155-19
High	160-26	160-03	-0-23	-0.4%	160-26
Low	159-00	158-19	-0-13	-0.3%	155-15
Close	159-22	159-19	-0-03	-0.1%	159-19
Range	1-26	1-16	-0-10	-17.2%	5-11
ATR	2-00	1-31	-0-01	-1.8%	0-00
Volume	292,123	195,201	-96,922	-33.2%	1,231,425

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	163-30	163-08	160-13
R3	162-14	161-24	160-00
R2	160-30	160-30	159-28
R1	160-08	160-08	159-23	160-19
PP	159-14	159-14	159-14	159-19
S1	158-24	158-24	159-15	159-03
S2	157-30	157-30	159-10
S3	156-14	157-08	159-06
S4	154-30	155-24	158-25

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	174-21	172-15	162-17
R3	169-10	167-04	161-02
R2	163-31	163-31	160-18
R1	161-25	161-25	160-03	162-28
PP	158-20	158-20	158-20	159-06
S1	156-14	156-14	159-03	157-17
S2	153-09	153-09	158-20
S3	147-30	151-03	158-04
S4	142-19	145-24	156-21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160-26	155-15	5-11	3.3%	1-24	1.1%	77%	False	False	246,285
10	162-05	154-27	7-10	4.6%	1-29	1.2%	65%	False	False	261,771
20	163-14	154-27	8-19	5.4%	1-30	1.2%	55%	False	False	186,346
40	171-09	154-27	16-14	10.3%	2-04	1.3%	29%	False	False	93,627
60	171-09	154-27	16-14	10.3%	2-00	1.3%	29%	False	False	62,475
80	171-09	150-00	21-09	13.3%	1-25	1.1%	45%	False	False	46,877

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	0-12
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	166-15
2.618	164-01
1.618	162-17
1.000	161-19
0.618	161-01
HIGH	160-03
0.618	159-17
0.500	159-11
0.382	159-05
LOW	158-19
0.618	157-21
1.000	157-03
1.618	156-05
2.618	154-21
4.250	152-07

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	159-16	159-17
PP	159-14	159-15
S1	159-11	159-14

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

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