ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 03-Sep-2015

Day Change Summary
	Previous	Current
	02-Sep-2015	03-Sep-2015	Change	Change %	Previous Week
Open	128-000	127-240	-0-080	-0.2%	128-270
High	128-035	128-040	0-005	0.0%	129-285
Low	127-210	127-235	0-025	0.1%	127-180
Close	127-235	127-305	0-070	0.2%	127-250
Range	0-145	0-125	-0-020	-13.8%	2-105
ATR	0-236	0-228	-0-008	-3.4%	0-000
Volume	78,672	72,459	-6,213	-7.9%	11,155,961

Daily Pivots for day following 03-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-035	128-295	128-054
R3	128-230	128-170	128-019
R2	128-105	128-105	128-008
R1	128-045	128-045	127-316	128-075
PP	127-300	127-300	127-300	127-315
S1	127-240	127-240	127-294	127-270
S2	127-175	127-175	127-282
S3	127-050	127-115	127-271
S4	126-245	126-310	127-236

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-127	133-293	129-020
R3	133-022	131-188	128-135
R2	130-237	130-237	128-067
R1	129-083	129-083	127-318	128-268
PP	128-132	128-132	128-132	128-064
S1	126-298	126-298	127-182	126-162
S2	126-027	126-027	127-113
S3	123-242	124-193	127-045
S4	121-137	122-088	126-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-110	127-130	0-300	0.7%	0-200	0.5%	58%	False	False	344,530
10	129-285	127-130	2-155	1.9%	0-242	0.6%	22%	False	False	1,303,286
20	129-285	126-260	3-025	2.4%	0-237	0.6%	37%	False	False	1,177,826
40	129-285	125-100	4-185	3.6%	0-213	0.5%	58%	False	False	1,079,328
60	129-285	124-145	5-140	4.2%	0-228	0.6%	64%	False	False	1,149,244
80	129-285	124-145	5-140	4.2%	0-230	0.6%	64%	False	False	1,093,653
100	129-285	124-145	5-140	4.2%	0-221	0.5%	64%	False	False	876,455

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	129-251
2.618	129-047
1.618	128-242
1.000	128-165
0.618	128-117
HIGH	128-040
0.618	127-312
0.500	127-298
0.382	127-283
LOW	127-235
0.618	127-158
1.000	127-110
1.618	127-033
2.618	126-228
4.250	126-024

Fisher Pivots for day following 03-Sep-2015
Pivot	1 day	3 day
R1	127-302	127-298
PP	127-300	127-292
S1	127-298	127-285

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

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