ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 14-Sep-2015

Day Change Summary
	Previous	Current
	11-Sep-2015	14-Sep-2015	Change	Change %	Previous Week
Open	127-230	127-315	0-085	0.2%	128-075
High	128-050	128-085	0-035	0.1%	128-095
Low	127-205	127-305	0-100	0.2%	127-115
Close	128-035	128-040	0-005	0.0%	128-035
Range	0-165	0-100	-0-065	-39.4%	0-300
ATR	0-212	0-204	-0-008	-3.8%	0-000
Volume	7,495	15,156	7,661	102.2%	99,253

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-017	128-288	128-095
R3	128-237	128-188	128-068
R2	128-137	128-137	128-058
R1	128-088	128-088	128-049	128-112
PP	128-037	128-037	128-037	128-049
S1	127-308	127-308	128-031	128-012
S2	127-257	127-257	128-022
S3	127-157	127-208	128-012
S4	127-057	127-108	127-305

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-235	130-115	128-200
R3	129-255	129-135	128-118
R2	128-275	128-275	128-090
R1	128-155	128-155	128-062	128-065
PP	127-295	127-295	127-295	127-250
S1	127-175	127-175	128-008	127-085
S2	126-315	126-315	127-300
S3	126-015	126-195	127-272
S4	125-035	125-215	127-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-095	127-115	0-300	0.7%	0-158	0.4%	82%	False	False	22,881
10	128-190	127-115	1-075	1.0%	0-178	0.4%	62%	False	False	73,889
20	129-285	127-040	2-245	2.2%	0-212	0.5%	36%	False	False	851,076
40	129-285	125-220	4-065	3.3%	0-205	0.5%	58%	False	False	931,093
60	129-285	124-290	4-315	3.9%	0-220	0.5%	65%	False	False	1,025,095
80	129-285	124-145	5-140	4.2%	0-223	0.5%	68%	False	False	1,093,014
100	129-285	124-145	5-140	4.2%	0-224	0.5%	68%	False	False	878,018

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	129-190
2.618	129-027
1.618	128-247
1.000	128-185
0.618	128-147
HIGH	128-085
0.618	128-047
0.500	128-035
0.382	128-023
LOW	127-305
0.618	127-243
1.000	127-205
1.618	127-143
2.618	127-043
4.250	126-200

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	128-038	128-019
PP	128-037	127-318
S1	128-035	127-298

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

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