ECBOT 5 Year T-Note Future December 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	119-157	119-222	0-065	0.2%	119-265
High	119-242	119-260	0-018	0.0%	119-267
Low	119-147	119-200	0-053	0.1%	119-090
Close	119-232	119-235	0-003	0.0%	119-232
Range	0-095	0-060	-0-035	-36.8%	0-177
ATR	0-118	0-114	-0-004	-3.5%	0-000
Volume	389,390	357,732	-31,658	-8.1%	2,091,056

Daily Pivots for day following 14-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-092	120-063	119-268
R3	120-032	120-003	119-252
R2	119-292	119-292	119-246
R1	119-263	119-263	119-240	119-278
PP	119-232	119-232	119-232	119-239
S1	119-203	119-203	119-230	119-218
S2	119-172	119-172	119-224
S3	119-112	119-143	119-218
S4	119-052	119-083	119-202

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-087	121-017	120-009
R3	120-230	120-160	119-281
R2	120-053	120-053	119-264
R1	119-303	119-303	119-248	119-250
PP	119-196	119-196	119-196	119-170
S1	119-126	119-126	119-216	119-072
S2	119-019	119-019	119-200
S3	118-162	118-269	119-183
S4	117-305	118-092	119-135

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-267	119-090	0-177	0.5%	0-091	0.2%	82%	False	False	489,757
10	120-040	119-090	0-270	0.7%	0-106	0.3%	54%	False	False	586,517
20	120-250	119-010	1-240	1.5%	0-121	0.3%	40%	False	False	488,954
40	120-250	118-070	2-180	2.1%	0-105	0.3%	59%	False	False	245,803
60	120-250	118-010	2-240	2.3%	0-071	0.2%	62%	False	False	163,933
80	120-250	117-260	2-310	2.5%	0-053	0.1%	65%	False	False	123,002
100	120-250	117-260	2-310	2.5%	0-043	0.1%	65%	False	False	98,443

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	0-023
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	120-195
2.618	120-097
1.618	120-037
1.000	120-000
0.618	119-297
HIGH	119-260
0.618	119-237
0.500	119-230
0.382	119-223
LOW	119-200
0.618	119-163
1.000	119-140
1.618	119-103
2.618	119-043
4.250	118-265

Fisher Pivots for day following 14-Sep-2015
Pivot	1 day	3 day
R1	119-233	119-222
PP	119-232	119-208
S1	119-230	119-195

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

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