ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	155-11	154-25	-0-18	-0.4%	152-02
High	155-13	154-31	-0-14	-0.3%	155-03
Low	154-11	153-28	-0-15	-0.3%	150-31
Close	154-28	154-12	-0-16	-0.3%	154-19
Range	1-02	1-03	0-01	2.9%	4-04
ATR	1-25	1-23	-0-02	-2.7%	0-00
Volume	194,973	188,719	-6,254	-3.2%	1,113,919

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	157-22	157-04	154-31
R3	156-19	156-01	154-22
R2	155-16	155-16	154-18
R1	154-30	154-30	154-15	154-22
PP	154-13	154-13	154-13	154-09
S1	153-27	153-27	154-09	153-18
S2	153-10	153-10	154-06
S3	152-07	152-24	154-02
S4	151-04	151-21	153-25

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	165-30	164-12	156-28
R3	161-26	160-08	155-23
R2	157-22	157-22	155-11
R1	156-04	156-04	154-31	156-29
PP	153-18	153-18	153-18	153-30
S1	152-00	152-00	154-07	152-25
S2	149-14	149-14	153-27
S3	145-10	147-28	153-15
S4	141-06	143-24	152-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	155-27	152-25	3-02	2.0%	1-06	0.8%	52%	False	False	218,467
10	155-27	150-00	5-27	3.8%	1-08	0.8%	75%	False	False	215,101
20	155-27	147-26	8-01	5.2%	1-26	1.2%	82%	False	False	244,733
40	155-27	147-11	8-16	5.5%	1-29	1.2%	83%	False	False	250,019
60	155-27	147-11	8-16	5.5%	2-00	1.3%	83%	False	False	194,449
80	164-04	147-11	16-25	10.9%	1-27	1.2%	42%	False	False	145,879
100	165-07	147-11	17-28	11.6%	1-19	1.0%	39%	False	False	116,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	159-20
2.618	157-27
1.618	156-24
1.000	156-02
0.618	155-21
HIGH	154-31
0.618	154-18
0.500	154-14
0.382	154-09
LOW	153-28
0.618	153-06
1.000	152-25
1.618	152-03
2.618	151-00
4.250	149-07

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	154-14	154-28
PP	154-13	154-22
S1	154-12	154-17

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

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