ECBOT 5 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	120-122	120-092	-0-030	-0.1%	120-012
High	120-175	120-092	-0-083	-0.2%	120-175
Low	120-112	120-065	-0-047	-0.1%	119-187
Close	120-157	120-065	-0-092	-0.2%	120-157
Range	0-063	0-027	-0-036	-57.1%	0-308
ATR	0-124	0-122	-0-002	-1.8%	0-000
Volume	6,270	1,193	-5,077	-81.0%	58,403

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-155	120-137	120-080
R3	120-128	120-110	120-072
R2	120-101	120-101	120-070
R1	120-083	120-083	120-067	120-078
PP	120-074	120-074	120-074	120-072
S1	120-056	120-056	120-063	120-052
S2	120-047	120-047	120-060
S3	120-020	120-029	120-058
S4	119-313	120-002	120-050

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-030	122-242	121-006
R3	122-042	121-254	120-242
R2	121-054	121-054	120-213
R1	120-266	120-266	120-185	121-000
PP	120-066	120-066	120-066	120-094
S1	119-278	119-278	120-129	120-012
S2	119-078	119-078	120-101
S3	118-090	118-290	120-072
S4	117-102	117-302	119-308

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-175	119-187	0-308	0.8%	0-117	0.3%	64%	False	False	10,277
10	120-175	119-187	0-308	0.8%	0-101	0.3%	64%	False	False	14,371
20	121-047	119-187	1-180	1.3%	0-119	0.3%	40%	False	False	429,601
40	121-047	119-052	1-315	1.7%	0-120	0.3%	52%	False	False	519,904
60	121-047	118-185	2-182	2.1%	0-125	0.3%	63%	False	False	542,739
80	121-047	118-037	3-010	2.5%	0-126	0.3%	69%	False	False	576,498
100	121-047	118-037	3-010	2.5%	0-123	0.3%	69%	False	False	500,484

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-012
Narrowest range in 103 trading days

Fibonacci Retracements and Extensions
4.250	120-207
2.618	120-163
1.618	120-136
1.000	120-119
0.618	120-109
HIGH	120-092
0.618	120-082
0.500	120-078
0.382	120-075
LOW	120-065
0.618	120-048
1.000	120-038
1.618	120-021
2.618	119-314
4.250	119-270

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	120-078	120-054
PP	120-074	120-042
S1	120-070	120-031

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

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