ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 19-Aug-2015

Day Change Summary
	Previous	Current
	18-Aug-2015	19-Aug-2015	Change	Change %	Previous Week
Open	127-195	127-140	-0-055	-0.1%	127-160
High	127-290	128-075	0-105	0.3%	128-220
Low	127-120	127-040	-0-080	-0.2%	126-305
Close	127-145	128-030	0-205	0.5%	127-115
Range	0-170	1-035	0-185	108.8%	1-235
ATR	0-216	0-226	0-010	4.6%	0-000
Volume	744,608	1,320,397	575,789	77.3%	5,538,257

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-047	130-233	128-225
R3	130-012	129-198	128-128
R2	128-297	128-297	128-095
R1	128-163	128-163	128-063	128-230
PP	127-262	127-262	127-262	127-295
S1	127-128	127-128	127-317	127-195
S2	126-227	126-227	127-285
S3	125-192	126-093	127-252
S4	124-157	125-058	127-155

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-278	131-272	128-100
R3	131-043	130-037	127-268
R2	129-128	129-128	127-217
R1	128-122	128-122	127-166	128-008
PP	127-213	127-213	127-213	127-156
S1	126-207	126-207	127-064	126-092
S2	125-298	125-298	127-013
S3	124-063	124-292	126-282
S4	122-148	123-057	126-130

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-075	127-040	1-035	0.9%	0-221	0.5%	87%	True	True	952,889
10	128-220	126-210	2-010	1.6%	0-233	0.6%	71%	False	False	1,027,166
20	128-220	126-040	2-180	2.0%	0-209	0.5%	77%	False	False	1,025,522
40	128-220	124-290	3-250	3.0%	0-225	0.5%	84%	False	False	1,099,733
60	128-220	124-145	4-075	3.3%	0-227	0.6%	86%	False	False	1,188,576
80	128-280	124-145	4-135	3.5%	0-232	0.6%	82%	False	False	918,756
100	129-190	124-145	5-045	4.0%	0-207	0.5%	71%	False	False	735,320

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	132-304
2.618	131-044
1.618	130-009
1.000	129-110
0.618	128-294
HIGH	128-075
0.618	127-259
0.500	127-218
0.382	127-176
LOW	127-040
0.618	126-141
1.000	126-005
1.618	125-106
2.618	124-071
4.250	122-131

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	127-306	127-306
PP	127-262	127-262
S1	127-218	127-218

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

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