ECBOT 5 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	119-305	120-012	0-027	0.1%	120-072
High	120-050	120-067	0-017	0.0%	120-072
Low	119-282	120-012	0-050	0.1%	119-222
Close	120-045	120-045	0-000	0.0%	120-045
Range	0-088	0-055	-0-033	-37.5%	0-170
ATR	0-120	0-115	-0-005	-3.9%	0-000
Volume	18,421	8,211	-10,210	-55.4%	84,118

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-206	120-181	120-075
R3	120-151	120-126	120-060
R2	120-096	120-096	120-055
R1	120-071	120-071	120-050	120-084
PP	120-041	120-041	120-041	120-048
S1	120-016	120-016	120-040	120-028
S2	119-306	119-306	120-035
S3	119-251	119-281	120-030
S4	119-196	119-226	120-015

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-196	121-131	120-138
R3	121-026	120-281	120-092
R2	120-176	120-176	120-076
R1	120-111	120-111	120-061	120-058
PP	120-006	120-006	120-006	119-300
S1	119-261	119-261	120-029	119-208
S2	119-156	119-156	120-014
S3	118-306	119-091	119-318
S4	118-136	118-241	119-272

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-072	119-222	0-170	0.4%	0-085	0.2%	84%	False	False	18,465
10	120-125	119-222	0-223	0.6%	0-098	0.3%	64%	False	False	51,896
20	121-047	119-167	1-200	1.4%	0-118	0.3%	38%	False	False	577,216
40	121-047	118-277	2-090	1.9%	0-117	0.3%	56%	False	False	579,833
60	121-047	118-185	2-182	2.1%	0-124	0.3%	61%	False	False	586,408
80	121-047	118-037	3-010	2.5%	0-126	0.3%	67%	False	False	623,932
100	121-047	118-037	3-010	2.5%	0-120	0.3%	67%	False	False	499,984

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	120-301
2.618	120-211
1.618	120-156
1.000	120-122
0.618	120-101
HIGH	120-067
0.618	120-046
0.500	120-040
0.382	120-033
LOW	120-012
0.618	119-298
1.000	119-277
1.618	119-243
2.618	119-188
4.250	119-098

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	120-043	120-032
PP	120-041	120-018
S1	120-040	120-004

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

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