ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	119-135	119-220	0-085	0.2%	120-030
High	119-232	119-245	0-013	0.0%	120-250
Low	119-122	119-152	0-030	0.1%	119-170
Close	119-197	119-167	-0-030	-0.1%	119-180
Range	0-110	0-093	-0-017	-15.5%	1-080
ATR	0-126	0-124	-0-002	-1.9%	0-000
Volume	741,397	635,359	-106,038	-14.3%	3,823,202

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-147	120-090	119-218
R3	120-054	119-317	119-193
R2	119-281	119-281	119-184
R1	119-224	119-224	119-176	119-206
PP	119-188	119-188	119-188	119-179
S1	119-131	119-131	119-158	119-113
S2	119-095	119-095	119-150
S3	119-002	119-038	119-141
S4	118-229	118-265	119-116

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-227	122-283	120-080
R3	122-147	121-203	119-290
R2	121-067	121-067	119-253
R1	120-123	120-123	119-217	120-055
PP	119-307	119-307	119-307	119-272
S1	119-043	119-043	119-143	118-295
S2	118-227	118-227	119-107
S3	117-147	117-283	119-070
S4	116-067	116-203	118-280

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-305	119-115	0-190	0.5%	0-118	0.3%	27%	False	False	825,311
10	120-250	119-115	1-135	1.2%	0-134	0.4%	11%	False	False	596,280
20	120-250	118-240	2-010	1.7%	0-126	0.3%	38%	False	False	301,002
40	120-250	118-070	2-180	2.1%	0-088	0.2%	51%	False	False	150,965
60	120-250	117-260	2-310	2.5%	0-059	0.2%	58%	False	False	100,713
80	120-250	117-260	2-310	2.5%	0-044	0.1%	58%	False	False	75,587

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	0-027
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	121-000
2.618	120-168
1.618	120-075
1.000	120-018
0.618	119-302
HIGH	119-245
0.618	119-209
0.500	119-198
0.382	119-188
LOW	119-152
0.618	119-095
1.000	119-059
1.618	119-002
2.618	118-229
4.250	118-077

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	119-198	119-181
PP	119-188	119-176
S1	119-178	119-172

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

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