ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 14-May-2015

Day Change Summary
	Previous	Current
	13-May-2015	14-May-2015	Change	Change %	Previous Week
Open	152-03	150-23	-1-12	-0.9%	156-00
High	153-15	151-31	-1-16	-1.0%	156-19
Low	150-18	150-12	-0-06	-0.1%	151-18
Close	151-00	151-15	0-15	0.3%	154-21
Range	2-29	1-19	-1-10	-45.2%	5-01
ATR	2-01	2-00	-0-01	-1.6%	0-00
Volume	4,915	7,152	2,237	45.5%	5,385

Daily Pivots for day following 14-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	156-02	155-11	152-11
R3	154-15	153-24	151-29
R2	152-28	152-28	151-24
R1	152-05	152-05	151-20	152-16
PP	151-09	151-09	151-09	151-14
S1	150-18	150-18	151-10	150-30
S2	149-22	149-22	151-06
S3	148-03	148-31	151-01
S4	146-16	147-12	150-19

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-12	167-01	157-14
R3	164-11	162-00	156-01
R2	159-10	159-10	155-19
R1	156-31	156-31	155-04	155-20
PP	154-09	154-09	154-09	153-19
S1	151-30	151-30	154-06	150-19
S2	149-08	149-08	153-23
S3	144-07	146-29	153-09
S4	139-06	141-28	151-28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-23	149-17	6-06	4.1%	2-21	1.8%	31%	False	False	3,385
10	158-01	149-17	8-16	5.6%	2-13	1.6%	23%	False	False	2,257
20	164-00	149-17	14-15	9.6%	1-31	1.3%	13%	False	False	1,204
40	165-07	149-17	15-22	10.4%	1-16	1.0%	12%	False	False	614

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-19
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	158-24
2.618	156-05
1.618	154-18
1.000	153-18
0.618	152-31
HIGH	151-31
0.618	151-12
0.500	151-06
0.382	150-31
LOW	150-12
0.618	149-12
1.000	148-25
1.618	147-25
2.618	146-06
4.250	143-19

Fisher Pivots for day following 14-May-2015
Pivot	1 day	3 day
R1	151-12	151-16
PP	151-09	151-16
S1	151-06	151-15

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

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