ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	119-157	119-105	-0-052	-0.1%	119-140
High	119-182	119-175	-0-007	0.0%	119-302
Low	119-052	119-097	0-045	0.1%	119-065
Close	119-105	119-150	0-045	0.1%	119-270
Range	0-130	0-078	-0-052	-40.0%	0-237
ATR	0-125	0-122	-0-003	-2.7%	0-000
Volume	816,922	435,692	-381,230	-46.7%	3,073,219

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-055	120-020	119-193
R3	119-297	119-262	119-171
R2	119-219	119-219	119-164
R1	119-184	119-184	119-157	119-202
PP	119-141	119-141	119-141	119-149
S1	119-106	119-106	119-143	119-124
S2	119-063	119-063	119-136
S3	118-305	119-028	119-129
S4	118-227	118-270	119-107

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-283	121-194	120-080
R3	121-046	120-277	120-015
R2	120-129	120-129	119-313
R1	120-040	120-040	119-292	120-084
PP	119-212	119-212	119-212	119-235
S1	119-123	119-123	119-248	119-168
S2	118-295	118-295	119-227
S3	118-058	118-206	119-205
S4	117-141	117-289	119-140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-017	119-052	0-285	0.7%	0-136	0.4%	34%	False	False	663,036
10	120-017	119-052	0-285	0.7%	0-111	0.3%	34%	False	False	593,589
20	120-017	118-277	1-060	1.0%	0-113	0.3%	51%	False	False	563,159
40	120-017	118-037	1-300	1.6%	0-127	0.3%	70%	False	False	602,793
60	120-017	118-037	1-300	1.6%	0-126	0.3%	70%	False	False	577,841
80	120-080	118-037	2-043	1.8%	0-112	0.3%	63%	False	False	433,701

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-018
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-186
2.618	120-059
1.618	119-301
1.000	119-253
0.618	119-223
HIGH	119-175
0.618	119-145
0.500	119-136
0.382	119-127
LOW	119-097
0.618	119-049
1.000	119-019
1.618	118-291
2.618	118-213
4.250	118-086

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	119-145	119-186
PP	119-141	119-174
S1	119-136	119-162

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

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