ECBOT 5 Year T-Note Future September 2015

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

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	120-157	120-062	-0-095	-0.2%	119-195
High	120-210	120-105	-0-105	-0.3%	120-165
Low	120-025	119-315	-0-030	-0.1%	119-167
Close	120-087	120-065	-0-022	-0.1%	120-132
Range	0-185	0-110	-0-075	-40.5%	0-318
ATR	0-139	0-137	-0-002	-1.5%	0-000
Volume	2,270,298	1,743,068	-527,230	-23.2%	3,003,685

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-065	121-015	120-126
R3	120-275	120-225	120-095
R2	120-165	120-165	120-085
R1	120-115	120-115	120-075	120-140
PP	120-055	120-055	120-055	120-068
S1	120-005	120-005	120-055	120-030
S2	119-265	119-265	120-045
S3	119-155	119-215	120-035
S4	119-045	119-105	120-004

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-042	122-245	120-307
R3	122-044	121-247	120-219
R2	121-046	121-046	120-190
R1	120-249	120-249	120-161	120-308
PP	120-048	120-048	120-048	120-077
S1	119-251	119-251	120-103	119-310
S2	119-050	119-050	120-074
S3	118-052	118-253	120-045
S4	117-054	117-255	119-277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-047	119-315	1-052	1.0%	0-158	0.4%	19%	False	True	1,619,344
10	121-047	119-162	1-205	1.4%	0-133	0.3%	42%	False	False	1,071,087
20	121-047	119-052	1-315	1.7%	0-138	0.4%	52%	False	False	867,516
40	121-047	118-227	2-140	2.0%	0-131	0.3%	61%	False	False	711,546
60	121-047	118-037	3-010	2.5%	0-131	0.3%	69%	False	False	695,861
80	121-047	118-037	3-010	2.5%	0-129	0.3%	69%	False	False	609,006
100	121-047	118-037	3-010	2.5%	0-111	0.3%	69%	False	False	487,312

Crabel Price Patterns
NR	True
NR4	True
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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-252
2.618	121-073
1.618	120-283
1.000	120-215
0.618	120-173
HIGH	120-105
0.618	120-063
0.500	120-050
0.382	120-037
LOW	119-315
0.618	119-247
1.000	119-205
1.618	119-137
2.618	119-027
4.250	118-168

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	120-060	120-118
PP	120-055	120-100
S1	120-050	120-082

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

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