ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	160-18	161-17	0-31	0.6%	155-19
High	161-22	164-04	2-14	1.5%	160-26
Low	160-16	161-10	0-26	0.5%	155-15
Close	161-12	163-04	1-24	1.1%	159-19
Range	1-06	2-26	1-20	136.8%	5-11
ATR	1-29	1-31	0-02	3.4%	0-00
Volume	177,528	289,581	112,053	63.1%	1,231,425

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-09	170-01	164-22
R3	168-15	167-07	163-29
R2	165-21	165-21	163-20
R1	164-13	164-13	163-12	165-01
PP	162-27	162-27	162-27	163-06
S1	161-19	161-19	162-28	162-07
S2	160-01	160-01	162-20
S3	157-07	158-25	162-11
S4	154-13	155-31	161-18

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	164-04	158-19	5-17	3.4%	1-23	1.1%	82%	True	False	221,310
10	164-04	154-27	9-09	5.7%	1-31	1.2%	89%	True	False	247,538
20	164-04	154-27	9-09	5.7%	1-28	1.2%	89%	True	False	216,715
40	171-09	154-27	16-14	10.1%	2-01	1.2%	50%	False	False	109,082
60	171-09	154-27	16-14	10.1%	2-00	1.2%	50%	False	False	72,793
80	171-09	150-16	20-25	12.7%	1-26	1.1%	61%	False	False	54,617
100	171-09	149-05	22-04	13.6%	1-19	1.0%	63%	False	False	43,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-11
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	176-02
2.618	171-16
1.618	168-22
1.000	166-30
0.618	165-28
HIGH	164-04
0.618	163-02
0.500	162-23
0.382	162-12
LOW	161-10
0.618	159-18
1.000	158-16
1.618	156-24
2.618	153-30
4.250	149-12

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	163-00	162-22
PP	162-27	162-07
S1	162-23	161-25

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

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