ECBOT 30 Year Treasury Bond Future December 2015

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	158-09	156-31	-1-10	-0.8%	154-30
High	158-20	156-31	-1-21	-1.0%	158-28
Low	156-16	155-11	-1-05	-0.7%	154-24
Close	156-26	156-03	-0-23	-0.5%	158-19
Range	2-04	1-20	-0-16	-23.5%	4-04
ATR	1-20	1-20	0-00	0.0%	0-00
Volume	2,214	3,375	1,161	52.4%	12,928

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	161-00	160-06	157-00
R3	159-12	158-18	156-17
R2	157-24	157-24	156-13
R1	156-30	156-30	156-08	156-17
PP	156-04	156-04	156-04	155-30
S1	155-10	155-10	155-30	154-29
S2	154-16	154-16	155-25
S3	152-28	153-22	155-21
S4	151-08	152-02	155-06

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	169-25	168-10	160-28
R3	165-21	164-06	159-23
R2	161-17	161-17	159-11
R1	160-02	160-02	158-31	160-26
PP	157-13	157-13	157-13	157-25
S1	155-30	155-30	158-07	156-22
S2	153-09	153-09	157-27
S3	149-05	151-26	157-15
S4	145-01	147-22	156-10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	158-28	155-08	3-20	2.3%	1-21	1.1%	23%	False	False	2,613
10	158-28	152-26	6-02	3.9%	1-30	1.3%	54%	False	False	5,068
20	158-28	152-18	6-10	4.0%	1-18	1.0%	56%	False	False	108,085
40	159-02	151-12	7-22	4.9%	1-15	0.9%	61%	False	False	172,780
60	160-20	151-12	9-08	5.9%	1-17	1.0%	51%	False	False	189,572
80	161-17	151-12	10-05	6.5%	1-21	1.1%	46%	False	False	193,341
100	161-17	151-12	10-05	6.5%	1-21	1.1%	46%	False	False	155,102
120	161-17	145-30	15-19	10.0%	1-19	1.0%	65%	False	False	129,263

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-09
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	163-28
2.618	161-07
1.618	159-19
1.000	158-19
0.618	157-31
HIGH	156-31
0.618	156-11
0.500	156-05
0.382	155-31
LOW	155-11
0.618	154-11
1.000	153-23
1.618	152-23
2.618	151-03
4.250	148-14

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	156-05	157-04
PP	156-04	156-25
S1	156-04	156-14

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

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