ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 07-Apr-2015

Day Change Summary
	Previous	Current
	06-Apr-2015	07-Apr-2015	Change	Change %	Previous Week
Open	165-24	163-30	-1-26	-1.1%	164-02
High	165-26	164-31	-0-27	-0.5%	166-21
Low	163-16	163-19	0-03	0.1%	163-05
Close	163-24	164-20	0-28	0.5%	164-18
Range	2-10	1-12	-0-30	-40.5%	3-16
ATR	1-29	1-28	-0-01	-2.0%	0-00
Volume	111,639	165,011	53,372	47.8%	754,586

Daily Pivots for day following 07-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-17	167-30	165-12
R3	167-05	166-18	165-00
R2	165-25	165-25	164-28
R1	165-06	165-06	164-24	165-16
PP	164-13	164-13	164-13	164-17
S1	163-26	163-26	164-16	164-04
S2	163-01	163-01	164-12
S3	161-21	162-14	164-08
S4	160-09	161-02	163-28

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	175-09	173-14	166-16
R3	171-25	169-30	165-17
R2	168-09	168-09	165-07
R1	166-14	166-14	164-28	167-12
PP	164-25	164-25	164-25	165-08
S1	162-30	162-30	164-08	163-28
S2	161-09	161-09	163-29
S3	157-25	159-14	163-19
S4	154-09	155-30	162-20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	166-21	163-05	3-16	2.1%	1-31	1.2%	42%	False	False	176,811
10	166-21	162-08	4-13	2.7%	1-29	1.2%	54%	False	False	188,444
20	166-21	156-17	10-04	6.2%	1-24	1.1%	80%	False	False	203,517
40	166-21	154-27	11-26	7.2%	1-26	1.1%	83%	False	False	169,555
60	171-09	154-27	16-14	10.0%	2-00	1.2%	60%	False	False	113,226
80	171-09	154-27	16-14	10.0%	1-29	1.2%	60%	False	False	84,956
100	171-09	149-26	21-15	13.0%	1-23	1.0%	69%	False	False	67,979

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-13
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	170-26
2.618	168-18
1.618	167-06
1.000	166-11
0.618	165-26
HIGH	164-31
0.618	164-14
0.500	164-09
0.382	164-04
LOW	163-19
0.618	162-24
1.000	162-07
1.618	161-12
2.618	160-00
4.250	157-24

Fisher Pivots for day following 07-Apr-2015
Pivot	1 day	3 day
R1	164-16	165-02
PP	164-13	164-30
S1	164-09	164-25

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

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