ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	151-31	152-06	0-07	0.1%	156-22
High	152-28	152-15	-0-13	-0.3%	157-00
Low	151-26	151-30	0-04	0.1%	151-25
Close	152-19	152-01	-0-18	-0.4%	152-10
Range	1-02	0-17	-0-17	-50.0%	5-07
ATR	1-17	1-15	-0-02	-4.1%	0-00
Volume	220,277	52,307	-167,970	-76.3%	1,330,102

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	153-24	153-13	152-10
R3	153-07	152-28	152-06
R2	152-22	152-22	152-04
R1	152-11	152-11	152-03	152-08
PP	152-05	152-05	152-05	152-03
S1	151-26	151-26	151-31	151-23
S2	151-20	151-20	151-30
S3	151-03	151-09	151-28
S4	150-18	150-24	151-24

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-11	166-02	155-06
R3	164-04	160-27	153-24
R2	158-29	158-29	153-09
R1	155-20	155-20	152-25	154-21
PP	153-22	153-22	153-22	153-07
S1	150-13	150-13	151-27	149-14
S2	148-15	148-15	151-11
S3	143-08	145-06	150-28
S4	138-01	139-31	149-14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-29	151-12	3-17	2.3%	1-11	0.9%	19%	False	False	237,129
10	158-08	151-12	6-28	4.5%	1-14	1.0%	10%	False	False	250,531
20	159-22	151-12	8-10	5.5%	1-12	0.9%	8%	False	False	231,705
40	160-20	151-12	9-08	6.1%	1-19	1.0%	7%	False	False	230,800
60	161-17	151-12	10-05	6.7%	1-23	1.1%	6%	False	False	210,893
80	161-17	151-02	10-15	6.9%	1-21	1.1%	9%	False	False	158,489
100	161-17	145-30	15-19	10.3%	1-18	1.0%	39%	False	False	126,803

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-08
Narrowest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	154-23
2.618	153-28
1.618	153-11
1.000	153-00
0.618	152-26
HIGH	152-15
0.618	152-09
0.500	152-06
0.382	152-04
LOW	151-30
0.618	151-19
1.000	151-13
1.618	151-02
2.618	150-17
4.250	149-22

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	152-06	152-04
PP	152-05	152-03
S1	152-03	152-02

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

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