ECBOT 30 Year Treasury Bond Future June 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	161-21	162-25	1-04	0.7%	164-29
High	163-04	163-09	0-05	0.1%	165-11
Low	161-09	161-30	0-21	0.4%	160-31
Close	162-18	162-27	0-09	0.2%	162-18
Range	1-27	1-11	-0-16	-27.1%	4-12
ATR	1-28	1-27	-0-01	-2.0%	0-00
Volume	196,936	147,941	-48,995	-24.9%	1,132,561

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	166-23	166-04	163-19
R3	165-12	164-25	163-07
R2	164-01	164-01	163-03
R1	163-14	163-14	162-31	163-24
PP	162-22	162-22	162-22	162-27
S1	162-03	162-03	162-23	162-12
S2	161-11	161-11	162-19
S3	160-00	160-24	162-15
S4	158-21	159-13	162-03

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	176-03	173-22	164-31
R3	171-23	169-10	163-24
R2	167-11	167-11	163-12
R1	164-30	164-30	162-31	163-30
PP	162-31	162-31	162-31	162-15
S1	160-18	160-18	162-05	159-18
S2	158-19	158-19	161-24
S3	154-07	156-06	161-12
S4	149-27	151-26	160-05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	164-24	160-31	3-25	2.3%	1-26	1.1%	50%	False	False	217,545
10	165-26	160-31	4-27	3.0%	1-27	1.1%	39%	False	False	230,129
20	166-21	160-31	5-22	3.5%	1-26	1.1%	33%	False	False	204,916
40	166-21	154-27	11-26	7.3%	1-26	1.1%	68%	False	False	218,312
60	171-09	154-27	16-14	10.1%	1-28	1.2%	49%	False	False	164,252
80	171-09	154-27	16-14	10.1%	1-31	1.2%	49%	False	False	123,281
100	171-09	152-02	19-07	11.8%	1-27	1.1%	56%	False	False	98,642
120	171-09	149-05	22-04	13.6%	1-21	1.0%	62%	False	False	82,208

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169-00
2.618	166-26
1.618	165-15
1.000	164-20
0.618	164-04
HIGH	163-09
0.618	162-25
0.500	162-20
0.382	162-14
LOW	161-30
0.618	161-03
1.000	160-19
1.618	159-24
2.618	158-13
4.250	156-07

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	162-24	162-20
PP	162-22	162-13
S1	162-20	162-06

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

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