ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 23-Sep-2015

Day Change Summary
	Previous	Current
	22-Sep-2015	23-Sep-2015	Change	Change %	Previous Week
Open	154-05	154-05	0-00	0.0%	153-19
High	154-12	154-08	-0-04	-0.1%	154-12
Low	154-05	153-20	-0-17	-0.3%	150-14
Close	154-12	154-08	-0-04	-0.1%	154-12
Range	0-07	0-20	0-13	185.8%	3-30
ATR	1-09	1-08	-0-01	-3.0%	0-00
Volume	1	0	-1	-100.0%	0

Daily Pivots for day following 23-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	155-29	155-23	154-19
R3	155-09	155-03	154-14
R2	154-21	154-21	154-12
R1	154-15	154-15	154-10	154-18
PP	154-01	154-01	154-01	154-03
S1	153-27	153-27	154-06	153-30
S2	153-13	153-13	154-04
S3	152-25	153-07	154-02
S4	152-05	152-19	153-29

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	164-28	163-18	156-17
R3	160-30	159-20	155-15
R2	157-00	157-00	155-03
R1	155-22	155-22	154-24	156-11
PP	153-02	153-02	153-02	153-12
S1	151-24	151-24	154-00	152-13
S2	149-04	149-04	153-21
S3	145-06	147-26	153-09
S4	141-08	143-28	152-07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	154-12	151-24	2-20	1.7%	0-05	0.1%	95%	False	False
10	154-12	150-14	3-30	2.6%	0-03	0.1%	97%	False	False
20	154-14	150-14	4-00	2.6%	0-01	0.0%	95%	False	False
40	158-01	150-14	7-19	4.9%	0-01	0.0%	50%	False	False
60	158-01	146-05	11-28	7.7%	0-00	0.0%	68%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-00
Widest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	156-29
2.618	155-28
1.618	155-08
1.000	154-28
0.618	154-20
HIGH	154-08
0.618	154-00
0.500	153-30
0.382	153-28
LOW	153-20
0.618	153-08
1.000	153-00
1.618	152-20
2.618	152-00
4.250	150-31

Fisher Pivots for day following 23-Sep-2015
Pivot	1 day	3 day
R1	154-05	153-29
PP	154-01	153-19
S1	153-30	153-08

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

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