ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	127-140	128-020	0-200	0.5%	127-160
High	128-075	128-155	0-080	0.2%	128-220
Low	127-040	128-010	0-290	0.7%	126-305
Close	128-030	128-105	0-075	0.2%	127-115
Range	1-035	0-145	-0-210	-59.2%	1-235
ATR	0-226	0-220	-0-006	-2.6%	0-000
Volume	1,320,397	1,086,808	-233,589	-17.7%	5,538,257

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-205	129-140	128-185
R3	129-060	128-315	128-145
R2	128-235	128-235	128-132
R1	128-170	128-170	128-118	128-202
PP	128-090	128-090	128-090	128-106
S1	128-025	128-025	128-092	128-058
S2	127-265	127-265	128-078
S3	127-120	127-200	128-065
S4	126-295	127-055	128-025

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	128-155	127-040	1-115	1.1%	0-198	0.5%	89%	True	False	912,605
10	128-220	126-260	1-280	1.5%	0-232	0.6%	81%	False	False	1,052,366
20	128-220	126-110	2-110	1.8%	0-207	0.5%	85%	False	False	1,032,095
40	128-220	124-290	3-250	2.9%	0-225	0.5%	90%	False	False	1,098,117
60	128-220	124-145	4-075	3.3%	0-228	0.6%	92%	False	False	1,172,080
80	128-220	124-145	4-075	3.3%	0-232	0.6%	92%	False	False	932,285
100	129-190	124-145	5-045	4.0%	0-208	0.5%	75%	False	False	746,188

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	0-054
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	130-131
2.618	129-215
1.618	129-070
1.000	128-300
0.618	128-245
HIGH	128-155
0.618	128-100
0.500	128-082
0.382	128-065
LOW	128-010
0.618	127-240
1.000	127-185
1.618	127-095
2.618	126-270
4.250	126-034

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	128-098	128-049
PP	128-090	127-313
S1	128-082	127-258

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

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