ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	119-310	119-255	-0-055	-0.1%	120-172
High	120-050	120-030	-0-020	-0.1%	121-047
Low	119-240	119-242	0-002	0.0%	119-292
Close	119-260	119-315	0-055	0.1%	119-305
Range	0-130	0-108	-0-022	-16.9%	1-075
ATR	0-137	0-135	-0-002	-1.5%	0-000
Volume	170,840	121,885	-48,955	-28.7%	8,021,685

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-306	120-259	120-054
R3	120-198	120-151	120-025
R2	120-090	120-090	120-015
R1	120-043	120-043	120-005	120-066
PP	119-302	119-302	119-302	119-314
S1	119-255	119-255	119-305	119-278
S2	119-194	119-194	119-295
S3	119-086	119-147	119-285
S4	118-298	119-039	119-256

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-013	123-074	120-202
R3	122-258	121-319	120-094
R2	121-183	121-183	120-057
R1	120-244	120-244	120-021	120-176
PP	120-108	120-108	120-108	120-074
S1	119-169	119-169	119-269	119-101
S2	119-033	119-033	119-233
S3	117-278	118-094	119-196
S4	116-203	117-019	119-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-210	119-240	0-290	0.8%	0-135	0.4%	26%	False	False	1,011,265
10	121-047	119-167	1-200	1.4%	0-143	0.4%	28%	False	False	1,059,678
20	121-047	119-052	1-315	1.7%	0-133	0.3%	41%	False	False	816,536
40	121-047	118-277	2-090	1.9%	0-125	0.3%	49%	False	False	688,349
60	121-047	118-037	3-010	2.5%	0-129	0.3%	62%	False	False	673,891
80	121-047	118-037	3-010	2.5%	0-129	0.3%	62%	False	False	621,959
100	121-047	118-037	3-010	2.5%	0-115	0.3%	62%	False	False	497,742

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-034
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-169
2.618	120-313
1.618	120-205
1.000	120-138
0.618	120-097
HIGH	120-030
0.618	119-309
0.500	119-296
0.382	119-283
LOW	119-242
0.618	119-175
1.000	119-134
1.618	119-067
2.618	118-279
4.250	118-103

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	119-309	120-018
PP	119-302	120-010
S1	119-296	120-002

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

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