ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	163-21	164-29	1-08	0.8%	163-15
High	165-19	165-11	-0-08	-0.2%	165-26
Low	163-10	163-20	0-10	0.2%	162-19
Close	165-15	163-25	-1-22	-1.0%	165-15
Range	2-09	1-23	-0-18	-24.7%	3-07
ATR	1-27	1-27	0-00	0.0%	0-00
Volume	267,774	192,775	-74,999	-28.0%	1,185,008

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-13	168-10	164-23
R3	167-22	166-19	164-08
R2	165-31	165-31	164-03
R1	164-28	164-28	163-30	164-18
PP	164-08	164-08	164-08	164-03
S1	163-05	163-05	163-20	162-27
S2	162-17	162-17	163-15
S3	160-26	161-14	163-10
S4	159-03	159-23	162-27

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	174-09	173-03	167-08
R3	171-02	169-28	166-11
R2	167-27	167-27	166-02
R1	166-21	166-21	165-24	167-08
PP	164-20	164-20	164-20	164-30
S1	163-14	163-14	165-06	164-01
S2	161-13	161-13	164-28
S3	158-06	160-07	164-19
S4	154-31	157-00	163-22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	165-26	163-03	2-23	1.7%	1-28	1.1%	25%	False	False	242,713
10	165-26	162-19	3-07	2.0%	1-24	1.1%	37%	False	False	214,438
20	166-21	162-08	4-13	2.7%	1-26	1.1%	35%	False	False	200,967
40	166-21	154-27	11-26	7.2%	1-26	1.1%	76%	False	False	218,141
60	171-09	154-27	16-14	10.0%	1-29	1.2%	54%	False	False	146,175
80	171-09	154-27	16-14	10.0%	1-30	1.2%	54%	False	False	109,689
100	171-09	151-00	20-09	12.4%	1-26	1.1%	63%	False	False	87,770
120	171-09	149-05	22-04	13.5%	1-20	1.0%	66%	False	False	73,145

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

Fibonacci Retracements and Extensions
4.250	172-21
2.618	169-27
1.618	168-04
1.000	167-02
0.618	166-13
HIGH	165-11
0.618	164-22
0.500	164-16
0.382	164-09
LOW	163-20
0.618	162-18
1.000	161-29
1.618	160-27
2.618	159-04
4.250	156-10

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	164-16	164-11
PP	164-08	164-05
S1	164-00	163-31

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

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