ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 17-Aug-2015

Day Change Summary
	Previous	Current
	14-Aug-2015	17-Aug-2015	Change	Change %	Previous Week
Open	156-20	156-26	0-06	0.1%	157-04
High	157-05	157-27	0-22	0.4%	159-05
Low	155-30	156-23	0-25	0.5%	155-06
Close	156-21	157-20	0-31	0.6%	156-21
Range	1-07	1-04	-0-03	-7.7%	3-31
ATR	1-21	1-20	-0-01	-2.0%	0-00
Volume	2,233	2,175	-58	-2.6%	11,852

Daily Pivots for day following 17-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	160-25	160-10	158-08
R3	159-21	159-06	157-30
R2	158-17	158-17	157-27
R1	158-02	158-02	157-23	158-10
PP	157-13	157-13	157-13	157-16
S1	156-30	156-30	157-17	157-06
S2	156-09	156-09	157-13
S3	155-05	155-26	157-10
S4	154-01	154-22	157-00

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	168-29	166-24	158-27
R3	164-30	162-25	157-24
R2	160-31	160-31	157-12
R1	158-26	158-26	157-01	157-29
PP	157-00	157-00	157-00	156-18
S1	154-27	154-27	156-09	153-30
S2	153-01	153-01	155-30
S3	149-02	150-28	155-18
S4	145-03	146-29	154-15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-05	155-12	3-25	2.4%	1-26	1.1%	60%	False	False	2,503
10	159-05	153-21	5-16	3.5%	1-24	1.1%	72%	False	False	1,853
20	159-05	149-20	9-17	6.0%	1-17	1.0%	84%	False	False	1,175
40	159-05	145-30	13-07	8.4%	1-10	0.8%	88%	False	False	612

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	0-10
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	162-20
2.618	160-25
1.618	159-21
1.000	158-31
0.618	158-17
HIGH	157-27
0.618	157-13
0.500	157-09
0.382	157-05
LOW	156-23
0.618	156-01
1.000	155-19
1.618	154-29
2.618	153-25
4.250	151-30

Fisher Pivots for day following 17-Aug-2015
Pivot	1 day	3 day
R1	157-16	157-11
PP	157-13	157-01
S1	157-09	156-24

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

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