ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 15-Apr-2015

Day Change Summary
	Previous	Current
	14-Apr-2015	15-Apr-2015	Change	Change %	Previous Week
Open	163-21	164-15	0-26	0.5%	165-24
High	165-26	165-03	-0-23	-0.4%	165-26
Low	163-19	163-26	0-07	0.1%	162-29
Close	164-12	164-03	-0-09	-0.2%	163-16
Range	2-07	1-09	-0-30	-42.3%	2-29
ATR	1-27	1-26	-0-01	-2.2%	0-00
Volume	250,235	212,247	-37,988	-15.2%	878,241

Daily Pivots for day following 15-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-06	167-13	164-26
R3	166-29	166-04	164-14
R2	165-20	165-20	164-11
R1	164-27	164-27	164-07	164-19
PP	164-11	164-11	164-11	164-06
S1	163-18	163-18	163-31	163-10
S2	163-02	163-02	163-27
S3	161-25	162-09	163-24
S4	160-16	161-00	163-12

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	172-25	171-02	165-03
R3	169-28	168-05	164-10
R2	166-31	166-31	164-01
R1	165-08	165-08	163-25	164-21
PP	164-02	164-02	164-02	163-25
S1	162-11	162-11	163-07	161-24
S2	161-05	161-05	162-31
S3	158-08	159-14	162-22
S4	155-11	156-17	161-29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-26	162-19	3-07	2.0%	1-23	1.1%	47%	False	False	206,250
10	166-21	162-19	4-02	2.5%	1-29	1.2%	37%	False	False	190,404
20	166-21	161-10	5-11	3.3%	1-25	1.1%	52%	False	False	197,315
40	166-21	154-27	11-26	7.2%	1-26	1.1%	78%	False	False	199,926
60	171-09	154-27	16-14	10.0%	1-30	1.2%	56%	False	False	133,673
80	171-09	154-27	16-14	10.0%	1-30	1.2%	56%	False	False	100,304
100	171-09	150-00	21-09	13.0%	1-25	1.1%	66%	False	False	80,261

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	170-17
2.618	168-14
1.618	167-05
1.000	166-12
0.618	165-28
HIGH	165-03
0.618	164-19
0.500	164-14
0.382	164-10
LOW	163-26
0.618	163-01
1.000	162-17
1.618	161-24
2.618	160-15
4.250	158-12

Fisher Pivots for day following 15-Apr-2015
Pivot	1 day	3 day
R1	164-14	164-06
PP	164-11	164-05
S1	164-07	164-04

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

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