ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 23-Apr-2015

Day Change Summary
	Previous	Current
	22-Apr-2015	23-Apr-2015	Change	Change %	Previous Week
Open	163-15	161-13	-2-02	-1.3%	163-15
High	163-30	162-12	-1-18	-1.0%	165-26
Low	160-31	161-02	0-03	0.1%	162-19
Close	161-15	162-01	0-18	0.3%	165-15
Range	2-31	1-10	-1-21	-55.8%	3-07
ATR	1-29	1-28	-0-01	-2.2%	0-00
Volume	305,867	265,143	-40,724	-13.3%	1,185,008

Daily Pivots for day following 23-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	165-24	165-07	162-24
R3	164-14	163-29	162-13
R2	163-04	163-04	162-09
R1	162-19	162-19	162-05	162-28
PP	161-26	161-26	161-26	161-31
S1	161-09	161-09	161-29	161-18
S2	160-16	160-16	161-25
S3	159-06	159-31	161-21
S4	157-28	158-21	161-10

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	165-19	160-31	4-20	2.9%	1-31	1.2%	23%	False	False	240,679
10	165-26	160-31	4-27	3.0%	1-25	1.1%	22%	False	False	229,193
20	166-21	160-31	5-22	3.5%	1-28	1.2%	19%	False	False	211,339
40	166-21	154-27	11-26	7.3%	1-25	1.1%	61%	False	False	225,059
60	171-09	154-27	16-14	10.1%	1-29	1.2%	44%	False	False	158,527
80	171-09	154-27	16-14	10.1%	1-31	1.2%	44%	False	False	118,971
100	171-09	152-02	19-07	11.9%	1-27	1.1%	52%	False	False	95,195
120	171-09	149-05	22-04	13.7%	1-21	1.0%	58%	False	False	79,335

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	167-30
2.618	165-26
1.618	164-16
1.000	163-22
0.618	163-06
HIGH	162-12
0.618	161-28
0.500	161-23
0.382	161-18
LOW	161-02
0.618	160-08
1.000	159-24
1.618	158-30
2.618	157-20
4.250	155-16

Fisher Pivots for day following 23-Apr-2015
Pivot	1 day	3 day
R1	161-30	162-28
PP	161-26	162-19
S1	161-23	162-10

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

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