ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	119-140	119-230	0-090	0.2%	119-045
High	119-247	119-232	-0-015	0.0%	119-172
Low	119-137	119-160	0-023	0.1%	118-277
Close	119-225	119-202	-0-023	-0.1%	119-135
Range	0-110	0-072	-0-038	-34.5%	0-215
ATR	0-125	0-121	-0-004	-3.0%	0-000
Volume	435,559	461,553	25,994	6.0%	2,448,553

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-094	120-060	119-242
R3	120-022	119-308	119-222
R2	119-270	119-270	119-215
R1	119-236	119-236	119-209	119-217
PP	119-198	119-198	119-198	119-188
S1	119-164	119-164	119-195	119-145
S2	119-126	119-126	119-189
S3	119-054	119-092	119-182
S4	118-302	119-020	119-162

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-093	121-009	119-253
R3	120-198	120-114	119-194
R2	119-303	119-303	119-174
R1	119-219	119-219	119-155	119-261
PP	119-088	119-088	119-088	119-109
S1	119-004	119-004	119-115	119-046
S2	118-193	118-193	119-096
S3	117-298	118-109	119-076
S4	117-083	117-214	119-017

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-247	119-010	0-237	0.6%	0-085	0.2%	81%	False	False	466,963
10	119-247	118-277	0-290	0.8%	0-096	0.3%	84%	False	False	495,071
20	120-017	118-227	1-110	1.1%	0-127	0.3%	69%	False	False	564,962
40	120-017	118-037	1-300	1.6%	0-131	0.3%	78%	False	False	619,779
60	120-017	118-037	1-300	1.6%	0-125	0.3%	78%	False	False	502,434
80	120-080	118-037	2-043	1.8%	0-102	0.3%	71%	False	False	376,909

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	120-218
2.618	120-100
1.618	120-028
1.000	119-304
0.618	119-276
HIGH	119-232
0.618	119-204
0.500	119-196
0.382	119-188
LOW	119-160
0.618	119-116
1.000	119-088
1.618	119-044
2.618	118-292
4.250	118-174

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	119-200	119-191
PP	119-198	119-180
S1	119-196	119-168

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

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