ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	155-07	156-00	0-25	0.5%	156-00
High	155-21	156-15	0-26	0.5%	157-17
Low	154-13	155-12	0-31	0.6%	154-13
Close	155-16	156-13	0-29	0.6%	155-16
Range	1-08	1-03	-0-05	-12.5%	3-04
ATR	1-13	1-13	-0-01	-1.6%	0-00
Volume	122	4	-118	-96.7%	129

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	159-12	158-31	157-00
R3	158-09	157-28	156-23
R2	157-06	157-06	156-19
R1	156-25	156-25	156-16	157-00
PP	156-03	156-03	156-03	156-06
S1	155-22	155-22	156-10	155-29
S2	155-00	155-00	156-07
S3	153-29	154-19	156-03
S4	152-26	153-16	155-26

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	165-06	163-15	157-07
R3	162-02	160-11	156-12
R2	158-30	158-30	156-02
R1	157-07	157-07	155-25	156-17
PP	155-26	155-26	155-26	155-15
S1	154-03	154-03	155-07	153-13
S2	152-22	152-22	154-30
S3	149-18	150-31	154-20
S4	146-14	147-27	153-25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	156-25	154-13	2-12	1.5%	1-10	0.8%	84%	False	False	26
10	159-00	154-13	4-19	2.9%	1-13	0.9%	44%	False	False	23
20	159-00	150-14	8-18	5.5%	0-28	0.6%	70%	False	False	12
40	159-00	150-14	8-18	5.5%	0-14	0.3%	70%	False	False	6
60	159-00	149-07	9-25	6.3%	0-09	0.2%	73%	False	False	4

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	161-04
2.618	159-11
1.618	158-08
1.000	157-18
0.618	157-05
HIGH	156-15
0.618	156-02
0.500	155-30
0.382	155-25
LOW	155-12
0.618	154-22
1.000	154-09
1.618	153-19
2.618	152-16
4.250	150-23

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	156-08	156-04
PP	156-03	155-28
S1	155-30	155-19

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

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