ECBOT 10 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	128-180	127-290	-0-210	-0.5%	127-125
High	128-260	128-055	-0-205	-0.5%	128-280
Low	127-250	127-180	-0-070	-0.2%	127-040
Close	127-300	127-305	0-005	0.0%	128-215
Range	1-010	0-195	-0-135	-40.9%	1-240
ATR	0-246	0-243	-0-004	-1.5%	0-000
Volume	2,825,932	2,336,303	-489,629	-17.3%	5,126,683

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-232	129-143	128-092
R3	129-037	128-268	128-039
R2	128-162	128-162	128-021
R1	128-073	128-073	128-003	128-118
PP	127-287	127-287	127-287	127-309
S1	127-198	127-198	127-287	127-242
S2	127-092	127-092	127-269
S3	126-217	127-003	127-251
S4	126-022	126-128	127-198

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-152	132-263	129-203
R3	131-232	131-023	129-049
R2	129-312	129-312	128-318
R1	129-103	129-103	128-266	129-208
PP	128-072	128-072	128-072	128-124
S1	127-183	127-183	128-164	127-288
S2	126-152	126-152	128-112
S3	124-232	125-263	128-061
S4	122-312	124-023	127-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-285	127-180	2-105	1.8%	0-284	0.7%	17%	False	True	2,262,042
10	129-285	127-040	2-245	2.2%	0-241	0.6%	30%	False	False	1,587,323
20	129-285	126-175	3-110	2.6%	0-243	0.6%	42%	False	False	1,368,560
40	129-285	125-050	4-235	3.7%	0-230	0.6%	59%	False	False	1,205,662
60	129-285	124-145	5-140	4.2%	0-233	0.6%	64%	False	False	1,235,559
80	129-285	124-145	5-140	4.2%	0-236	0.6%	64%	False	False	1,073,103
100	129-285	124-145	5-140	4.2%	0-216	0.5%	64%	False	False	859,249

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	0-055
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	130-244
2.618	129-246
1.618	129-051
1.000	128-250
0.618	128-176
HIGH	128-055
0.618	127-301
0.500	127-278
0.382	127-254
LOW	127-180
0.618	127-059
1.000	126-305
1.618	126-184
2.618	125-309
4.250	124-311

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	127-296	128-110
PP	127-287	128-068
S1	127-278	128-027

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

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