ECBOT 30 Year Treasury Bond Future March 2016

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	155-23	156-25	1-02	0.7%	157-10
High	156-24	157-18	0-26	0.5%	157-20
Low	155-21	156-16	0-27	0.5%	155-05
Close	156-18	157-03	0-17	0.3%	155-23
Range	1-03	1-02	-0-01	-2.9%	2-15
ATR	1-11	1-11	-0-01	-1.5%	0-00
Volume	69	855	786	1,139.1%	379

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	160-08	159-23	157-22
R3	159-06	158-21	157-12
R2	158-04	158-04	157-09
R1	157-19	157-19	157-06	157-28
PP	157-02	157-02	157-02	157-06
S1	156-17	156-17	157-00	156-26
S2	156-00	156-00	156-29
S3	154-30	155-15	156-26
S4	153-28	154-13	156-16

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	163-18	162-04	157-02
R3	161-03	159-21	156-13
R2	158-20	158-20	156-05
R1	157-06	157-06	155-30	156-22
PP	156-05	156-05	156-05	155-29
S1	154-23	154-23	155-16	154-07
S2	153-22	153-22	155-09
S3	151-07	152-08	155-01
S4	148-24	149-25	154-12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	157-20	155-05	2-15	1.6%	1-09	0.8%	78%	False	False	260
10	158-08	155-05	3-03	2.0%	1-07	0.8%	63%	False	False	211
20	159-00	154-13	4-19	2.9%	1-10	0.8%	59%	False	False	114
40	159-00	150-14	8-18	5.5%	0-24	0.5%	78%	False	False	59
60	159-00	150-14	8-18	5.5%	0-16	0.3%	78%	False	False	39
80	159-00	146-17	12-15	7.9%	0-12	0.2%	85%	False	False	29

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-10
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	162-02
2.618	160-11
1.618	159-09
1.000	158-20
0.618	158-07
HIGH	157-18
0.618	157-05
0.500	157-01
0.382	156-29
LOW	156-16
0.618	155-27
1.000	155-14
1.618	154-25
2.618	153-23
4.250	152-00

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	157-02	156-27
PP	157-02	156-19
S1	157-01	156-12

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

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