ECBOT 30 Year Treasury Bond Future June 2015

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

Day Change Summary
	Previous	Current
	26-May-2015	27-May-2015	Change	Change %	Previous Week
Open	154-04	156-02	1-30	1.3%	155-17
High	156-11	156-24	0-13	0.3%	155-17
Low	153-29	155-11	1-14	0.9%	151-28
Close	156-07	156-18	0-11	0.2%	153-25
Range	2-14	1-13	-1-01	-42.3%	3-21
ATR	2-07	2-05	-0-02	-2.6%	0-00
Volume	467,210	404,265	-62,945	-13.5%	1,258,135

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	160-14	159-29	157-11
R3	159-01	158-16	156-30
R2	157-20	157-20	156-26
R1	157-03	157-03	156-22	157-12
PP	156-07	156-07	156-07	156-11
S1	155-22	155-22	156-14	155-30
S2	154-26	154-26	156-10
S3	153-13	154-09	156-06
S4	152-00	152-28	155-25

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-22	162-29	155-25
R3	161-01	159-08	154-25
R2	157-12	157-12	154-14
R1	155-19	155-19	154-04	154-21
PP	153-23	153-23	153-23	153-08
S1	151-30	151-30	153-14	151-00
S2	150-02	150-02	153-04
S3	146-13	148-09	152-25
S4	142-24	144-20	151-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-24	151-29	4-27	3.1%	1-23	1.1%	96%	True	False	318,944
10	156-24	151-28	4-28	3.1%	2-03	1.3%	96%	True	False	311,799
20	161-05	151-04	10-01	6.4%	2-09	1.5%	54%	False	False	301,180
40	166-21	151-04	15-17	9.9%	2-02	1.3%	35%	False	False	255,100
60	166-21	151-04	15-17	9.9%	1-31	1.2%	35%	False	False	245,350
80	171-04	151-04	20-00	12.8%	1-31	1.3%	27%	False	False	201,339
100	171-09	151-04	20-05	12.9%	2-02	1.3%	27%	False	False	161,150
120	171-09	151-04	20-05	12.9%	1-30	1.2%	27%	False	False	134,308

Crabel Price Patterns
NR	True
NR4	True
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	0-16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	162-23
2.618	160-14
1.618	159-01
1.000	158-05
0.618	157-20
HIGH	156-24
0.618	156-07
0.500	156-02
0.382	155-28
LOW	155-11
0.618	154-15
1.000	153-30
1.618	153-02
2.618	151-21
4.250	149-12

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	156-12	156-02
PP	156-07	155-19
S1	156-02	155-04

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

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