ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 26-Mar-2015

Day Change Summary
	Previous	Current
	25-Mar-2015	26-Mar-2015	Change	Change %	Previous Week
Open	165-08	164-11	-0-29	-0.5%	159-15
High	165-27	165-07	-0-20	-0.4%	164-12
Low	164-08	162-08	-2-00	-1.2%	159-14
Close	164-17	162-13	-2-04	-1.3%	164-05
Range	1-19	2-31	1-12	86.3%	4-30
ATR	1-25	1-28	0-03	4.7%	0-00
Volume	183,765	268,036	84,271	45.9%	1,007,693

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	172-06	170-09	164-01
R3	169-07	167-10	163-07
R2	166-08	166-08	162-30
R1	164-11	164-11	162-22	163-26
PP	163-09	163-09	163-09	163-01
S1	161-12	161-12	162-04	160-27
S2	160-10	160-10	161-28
S3	157-11	158-13	161-19
S4	154-12	155-14	160-25

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	165-27	162-08	3-19	2.2%	1-21	1.0%	4%	False	True	190,976
10	165-27	158-19	7-08	4.5%	1-21	1.0%	53%	False	False	200,633
20	165-27	154-27	11-00	6.8%	1-24	1.1%	69%	False	False	238,616
40	171-09	154-27	16-14	10.1%	1-30	1.2%	46%	False	False	138,809
60	171-09	154-27	16-14	10.1%	2-00	1.2%	46%	False	False	92,648
80	171-09	152-02	19-07	11.8%	1-28	1.1%	54%	False	False	69,509
100	171-09	149-05	22-04	13.6%	1-20	1.0%	60%	False	False	55,614

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 14 trading days

Fibonacci Retracements and Extensions
4.250	177-27
2.618	173-00
1.618	170-01
1.000	168-06
0.618	167-02
HIGH	165-07
0.618	164-03
0.500	163-24
0.382	163-12
LOW	162-08
0.618	160-13
1.000	159-09
1.618	157-14
2.618	154-15
4.250	149-20

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	163-24	164-02
PP	163-09	163-16
S1	162-27	162-30

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

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