ECBOT 30 Year Treasury Bond Future September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	158-27	160-09	1-14	0.9%	158-06
High	160-10	160-27	0-17	0.3%	160-27
Low	158-25	159-20	0-27	0.5%	156-30
Close	160-03	160-06	0-03	0.1%	160-06
Range	1-17	1-07	-0-10	-20.4%	3-29
ATR	1-25	1-24	-0-01	-2.3%	0-00
Volume	257,160	317,880	60,720	23.6%	1,255,570

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	163-28	163-08	160-27
R3	162-21	162-01	160-17
R2	161-14	161-14	160-13
R1	160-26	160-26	160-10	160-16
PP	160-07	160-07	160-07	160-02
S1	159-19	159-19	160-02	159-10
S2	159-00	159-00	159-31
S3	157-25	158-12	159-27
S4	156-18	157-05	159-17

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	171-01	169-17	162-11
R3	167-04	165-20	161-08
R2	163-07	163-07	160-29
R1	161-23	161-23	160-17	162-15
PP	159-10	159-10	159-10	159-22
S1	157-26	157-26	159-27	158-18
S2	155-13	155-13	159-15
S3	151-16	153-29	159-04
S4	147-19	150-00	158-01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	160-27	156-30	3-29	2.4%	1-19	1.0%	83%	True	False	251,114
10	160-27	156-20	4-07	2.6%	1-25	1.1%	84%	True	False	262,788
20	160-27	153-13	7-14	4.6%	1-22	1.1%	91%	True	False	248,762
40	160-27	147-11	13-16	8.4%	1-26	1.1%	95%	True	False	253,593
60	160-27	147-11	13-16	8.4%	1-28	1.2%	95%	True	False	252,569
80	160-27	147-11	13-16	8.4%	1-30	1.2%	95%	True	False	200,603
100	165-07	147-11	17-28	11.2%	1-26	1.1%	72%	False	False	160,497
120	165-07	147-11	17-28	11.2%	1-19	1.0%	72%	False	False	133,750

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	0-13
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	166-01
2.618	164-01
1.618	162-26
1.000	162-02
0.618	161-19
HIGH	160-27
0.618	160-12
0.500	160-08
0.382	160-03
LOW	159-20
0.618	158-28
1.000	158-13
1.618	157-21
2.618	156-14
4.250	154-14

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	160-08	159-24
PP	160-07	159-10
S1	160-06	158-28

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

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