ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	120-005	120-022	0-017	0.0%	120-020
High	120-032	120-110	0-078	0.2%	120-132
Low	119-242	120-010	0-088	0.2%	119-242
Close	120-017	120-107	0-090	0.2%	120-017
Range	0-110	0-100	-0-010	-9.1%	0-210
ATR	0-126	0-124	-0-002	-1.5%	0-000
Volume	635,815	501,279	-134,536	-21.2%	2,641,925

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-056	121-021	120-162
R3	120-276	120-241	120-134
R2	120-176	120-176	120-125
R1	120-141	120-141	120-116	120-158
PP	120-076	120-076	120-076	120-084
S1	120-041	120-041	120-098	120-058
S2	119-296	119-296	120-089
S3	119-196	119-261	120-080
S4	119-096	119-161	120-052

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-014	121-225	120-132
R3	121-124	121-015	120-075
R2	120-234	120-234	120-056
R1	120-125	120-125	120-036	120-074
PP	120-024	120-024	120-024	119-318
S1	119-235	119-235	119-318	119-184
S2	119-134	119-134	119-298
S3	118-244	119-025	119-279
S4	118-034	118-135	119-222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-132	119-242	0-210	0.5%	0-114	0.3%	88%	False	False	540,952
10	120-132	119-047	1-085	1.1%	0-132	0.3%	94%	False	False	597,956
20	120-132	119-047	1-085	1.1%	0-119	0.3%	94%	False	False	592,236
40	120-250	118-200	2-050	1.8%	0-122	0.3%	79%	False	False	395,223
60	120-250	118-070	2-180	2.1%	0-093	0.2%	83%	False	False	263,557
80	120-250	117-260	2-310	2.5%	0-070	0.2%	85%	False	False	197,720
100	120-250	117-260	2-310	2.5%	0-056	0.1%	85%	False	False	158,218

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	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-215
2.618	121-052
1.618	120-272
1.000	120-210
0.618	120-172
HIGH	120-110
0.618	120-072
0.500	120-060
0.382	120-048
LOW	120-010
0.618	119-268
1.000	119-230
1.618	119-168
2.618	119-068
4.250	118-225

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	120-091	120-080
PP	120-076	120-054
S1	120-060	120-027

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

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