ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	127-070	126-295	-0-095	-0.2%	126-040
High	127-075	126-315	-0-080	-0.2%	126-280
Low	126-260	126-200	-0-060	-0.1%	125-220
Close	127-000	126-260	-0-060	-0.1%	126-230
Range	0-135	0-115	-0-020	-14.8%	1-060
ATR	0-213	0-207	-0-007	-3.1%	0-000
Volume	851,800	829,278	-22,522	-2.6%	4,273,542

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-283	127-227	127-003
R3	127-168	127-112	126-292
R2	127-053	127-053	126-281
R1	126-317	126-317	126-271	126-288
PP	126-258	126-258	126-258	126-244
S1	126-202	126-202	126-249	126-172
S2	126-143	126-143	126-239
S3	126-028	126-087	126-228
S4	125-233	125-292	126-197

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-317	129-173	127-119
R3	128-257	128-113	127-014
R2	127-197	127-197	126-300
R1	127-053	127-053	126-265	127-125
PP	126-137	126-137	126-137	126-172
S1	125-313	125-313	126-195	126-065
S2	125-077	125-077	126-160
S3	124-017	124-253	126-126
S4	122-277	123-193	126-021

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-090	126-040	1-050	0.9%	0-140	0.3%	59%	False	False	860,994
10	127-090	125-220	1-190	1.3%	0-142	0.4%	71%	False	False	840,482
20	127-190	125-050	2-140	1.9%	0-219	0.5%	68%	False	False	1,044,281
40	127-190	124-145	3-045	2.5%	0-232	0.6%	75%	False	False	1,183,109
60	127-230	124-145	3-085	2.6%	0-235	0.6%	72%	False	False	954,157
80	129-170	124-145	5-025	4.0%	0-207	0.5%	46%	False	False	716,564

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	0-029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-164
2.618	127-296
1.618	127-181
1.000	127-110
0.618	127-066
HIGH	126-315
0.618	126-271
0.500	126-258
0.382	126-244
LOW	126-200
0.618	126-129
1.000	126-085
1.618	126-014
2.618	125-219
4.250	125-031

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	126-259	126-305
PP	126-258	126-290
S1	126-258	126-275

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

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