ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	159-21	158-27	-0-26	-0.5%	157-01
High	159-22	159-11	-0-11	-0.2%	159-24
Low	158-20	158-15	-0-05	-0.1%	156-23
Close	158-23	158-30	0-07	0.1%	158-30
Range	1-02	0-28	-0-06	-17.6%	3-01
ATR	1-22	1-20	-0-02	-3.5%	0-00
Volume	202,481	165,022	-37,459	-18.5%	835,224

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-17	161-04	159-13
R3	160-21	160-08	159-06
R2	159-25	159-25	159-03
R1	159-12	159-12	159-01	159-18
PP	158-29	158-29	158-29	159-01
S1	158-16	158-16	158-27	158-22
S2	158-01	158-01	158-25
S3	157-05	157-20	158-22
S4	156-09	156-24	158-15

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	167-18	166-09	160-19
R3	164-17	163-08	159-25
R2	161-16	161-16	159-16
R1	160-07	160-07	159-07	160-28
PP	158-15	158-15	158-15	158-25
S1	157-06	157-06	158-21	157-26
S2	155-14	155-14	158-12
S3	152-13	154-05	158-03
S4	149-12	151-04	157-09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	159-24	156-23	3-01	1.9%	1-06	0.7%	73%	False	False	167,044
10	159-24	155-26	3-30	2.5%	1-13	0.9%	79%	False	False	194,887
20	160-20	153-12	7-08	4.6%	1-21	1.0%	77%	False	False	222,771
40	161-17	151-25	9-24	6.1%	1-26	1.1%	73%	False	False	209,446
60	161-17	151-25	9-24	6.1%	1-24	1.1%	73%	False	False	140,207
80	161-17	145-30	15-19	9.8%	1-20	1.0%	83%	False	False	105,171
100	161-17	145-30	15-19	9.8%	1-12	0.9%	83%	False	False	84,138

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-12
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	163-02
2.618	161-20
1.618	160-24
1.000	160-07
0.618	159-28
HIGH	159-11
0.618	159-00
0.500	158-29
0.382	158-26
LOW	158-15
0.618	157-30
1.000	157-19
1.618	157-02
2.618	156-06
4.250	154-24

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	158-30	158-30
PP	158-29	158-29
S1	158-29	158-28

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

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