ECBOT 30 Year Treasury Bond Future September 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	152-17	154-18	2-01	1.3%	153-23
High	154-26	155-08	0-14	0.3%	153-27
Low	152-13	153-26	1-13	0.9%	150-11
Close	154-22	155-01	0-11	0.2%	152-08
Range	2-13	1-14	-0-31	-40.3%	3-16
ATR	2-01	2-00	-0-01	-2.1%	0-00
Volume	257,119	303,135	46,016	17.9%	69,737

Daily Pivots for day following 27-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	159-00	158-15	155-26
R3	157-18	157-01	155-14
R2	156-04	156-04	155-09
R1	155-19	155-19	155-05	155-28
PP	154-22	154-22	154-22	154-27
S1	154-05	154-05	154-29	154-14
S2	153-08	153-08	154-25
S3	151-26	152-23	154-20
S4	150-12	151-09	154-08

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	155-08	150-12	4-28	3.1%	1-22	1.1%	96%	True	False	124,078
10	155-08	150-11	4-29	3.2%	2-01	1.3%	96%	True	False	65,676
20	159-17	149-17	10-00	6.5%	2-06	1.4%	55%	False	False	33,400
40	165-07	149-17	15-22	10.1%	1-24	1.1%	35%	False	False	16,728

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	0-16
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	161-12
2.618	159-00
1.618	157-18
1.000	156-22
0.618	156-04
HIGH	155-08
0.618	154-22
0.500	154-17
0.382	154-12
LOW	153-26
0.618	152-30
1.000	152-12
1.618	151-16
2.618	150-02
4.250	147-22

Fisher Pivots for day following 27-May-2015
Pivot	1 day	3 day
R1	154-28	154-18
PP	154-22	154-03
S1	154-17	153-20

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

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