ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	164-07	163-30	-0-09	-0.2%	159-15
High	164-16	165-16	1-00	0.6%	164-12
Low	163-21	163-26	0-05	0.1%	159-14
Close	164-01	165-08	1-07	0.7%	164-05
Range	0-27	1-22	0-27	100.0%	4-30
ATR	1-26	1-26	0-00	-0.5%	0-00
Volume	155,530	196,107	40,577	26.1%	1,007,693

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-29	169-09	166-06
R3	168-07	167-19	165-23
R2	166-17	166-17	165-18
R1	165-29	165-29	165-13	166-07
PP	164-27	164-27	164-27	165-00
S1	164-07	164-07	165-03	164-17
S2	163-05	163-05	164-30
S3	161-15	162-17	164-25
S4	159-25	160-27	164-10

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	177-15	175-24	166-28
R3	172-17	170-26	165-16
R2	167-19	167-19	165-02
R1	165-28	165-28	164-19	166-24
PP	162-21	162-21	162-21	163-03
S1	160-30	160-30	163-23	161-26
S2	157-23	157-23	163-08
S3	152-25	156-00	162-26
S4	147-27	151-02	161-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-16	161-10	4-06	2.5%	1-19	1.0%	94%	True	False	205,937
10	165-16	158-01	7-15	4.5%	1-18	0.9%	97%	True	False	213,575
20	165-16	154-27	10-21	6.4%	1-22	1.0%	98%	True	False	247,012
40	171-09	154-27	16-14	9.9%	1-30	1.2%	63%	False	False	127,542
60	171-09	154-27	16-14	9.9%	1-31	1.2%	63%	False	False	85,121
80	171-09	152-02	19-07	11.6%	1-26	1.1%	69%	False	False	63,865
100	171-09	149-05	22-04	13.4%	1-19	1.0%	73%	False	False	51,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-09
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	172-22
2.618	169-29
1.618	168-07
1.000	167-06
0.618	166-17
HIGH	165-16
0.618	164-27
0.500	164-21
0.382	164-15
LOW	163-26
0.618	162-25
1.000	162-04
1.618	161-03
2.618	159-13
4.250	156-20

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	165-02	164-31
PP	164-27	164-21
S1	164-21	164-12

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

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