ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	157-11	156-28	-0-15	-0.3%	154-30
High	159-05	157-10	-1-27	-1.2%	157-07
Low	156-21	155-21	-1-00	-0.6%	153-21
Close	157-05	156-14	-0-23	-0.5%	157-02
Range	2-16	1-21	-0-27	-33.8%	3-18
ATR	1-22	1-22	0-00	-0.1%	0-00
Volume	3,079	3,645	566	18.4%	5,925

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-14	160-19	157-11
R3	159-25	158-30	156-29
R2	158-04	158-04	156-24
R1	157-09	157-09	156-19	156-28
PP	156-15	156-15	156-15	156-08
S1	155-20	155-20	156-09	155-07
S2	154-26	154-26	156-04
S3	153-05	153-31	155-31
S4	151-16	152-10	155-17

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	166-21	165-14	159-01
R3	163-03	161-28	158-01
R2	159-17	159-17	157-23
R1	158-10	158-10	157-12	158-30
PP	155-31	155-31	155-31	156-09
S1	154-24	154-24	156-24	155-12
S2	152-13	152-13	156-13
S3	148-27	151-06	156-03
S4	145-09	147-20	155-03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-05	155-03	4-02	2.6%	2-05	1.4%	33%	False	False	2,273
10	159-05	153-14	5-23	3.7%	1-27	1.2%	52%	False	False	1,740
20	159-05	149-20	9-17	6.1%	1-15	0.9%	71%	False	False	964
40	159-05	145-30	13-07	8.4%	1-09	0.8%	79%	False	False	502

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-10
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	164-11
2.618	161-21
1.618	160-00
1.000	158-31
0.618	158-11
HIGH	157-10
0.618	156-22
0.500	156-16
0.382	156-09
LOW	155-21
0.618	154-20
1.000	154-00
1.618	152-31
2.618	151-10
4.250	148-20

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	156-16	157-08
PP	156-15	157-00
S1	156-14	156-23

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

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