ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 22-May-2015

Day Change Summary
	Previous	Current
	21-May-2015	22-May-2015	Change	Change %	Previous Week
Open	151-09	152-19	1-10	0.9%	153-23
High	152-29	153-11	0-14	0.3%	153-27
Low	151-03	151-31	0-28	0.6%	150-11
Close	152-28	152-08	-0-20	-0.4%	152-08
Range	1-26	1-12	-0-14	-24.1%	3-16
ATR	2-02	2-00	-0-02	-2.4%	0-00
Volume	14,029	39,204	25,175	179.4%	69,737

Daily Pivots for day following 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	156-21	155-26	153-00
R3	155-09	154-14	152-20
R2	153-29	153-29	152-16
R1	153-02	153-02	152-12	152-26
PP	152-17	152-17	152-17	152-12
S1	151-22	151-22	152-04	151-14
S2	151-05	151-05	152-00
S3	149-25	150-10	151-28
S4	148-13	148-30	151-16

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	162-21	160-30	154-06
R3	159-05	157-14	153-07
R2	155-21	155-21	152-29
R1	153-30	153-30	152-18	153-02
PP	152-05	152-05	152-05	151-22
S1	150-14	150-14	151-30	149-18
S2	148-21	148-21	151-19
S3	145-05	146-30	151-09
S4	141-21	143-14	150-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	153-27	150-11	3-16	2.3%	1-28	1.2%	54%	False	False	13,947
10	155-00	149-17	5-15	3.6%	2-11	1.5%	50%	False	False	10,027
20	161-17	149-17	12-00	7.9%	2-04	1.4%	23%	False	False	5,407
40	165-07	149-17	15-22	10.3%	1-21	1.1%	17%	False	False	2,723

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	0-17
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	159-06
2.618	156-30
1.618	155-18
1.000	154-23
0.618	154-06
HIGH	153-11
0.618	152-26
0.500	152-21
0.382	152-16
LOW	151-31
0.618	151-04
1.000	150-19
1.618	149-24
2.618	148-12
4.250	146-04

Fisher Pivots for day following 22-May-2015
Pivot	1 day	3 day
R1	152-21	152-04
PP	152-17	152-00
S1	152-12	151-28

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

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