ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 06-Oct-2015

Day Change Summary
	Previous	Current
	05-Oct-2015	06-Oct-2015	Change	Change %	Previous Week
Open	120-285	120-215	-0-070	-0.2%	120-022
High	121-002	120-255	-0-067	-0.2%	121-107
Low	120-202	120-192	-0-010	0.0%	120-010
Close	120-212	120-240	0-028	0.1%	120-307
Range	0-120	0-063	-0-057	-47.5%	1-097
ATR	0-132	0-127	-0-005	-3.7%	0-000
Volume	446,175	435,181	-10,994	-2.5%	3,437,103

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-098	121-072	120-275
R3	121-035	121-009	120-257
R2	120-292	120-292	120-252
R1	120-266	120-266	120-246	120-279
PP	120-229	120-229	120-229	120-236
S1	120-203	120-203	120-234	120-216
S2	120-166	120-166	120-228
S3	120-103	120-140	120-223
S4	120-040	120-077	120-205

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-219	124-040	121-216
R3	123-122	122-263	121-102
R2	122-025	122-025	121-063
R1	121-166	121-166	121-025	121-256
PP	120-248	120-248	120-248	120-293
S1	120-069	120-069	120-269	120-158
S2	119-151	119-151	120-231
S3	118-054	118-292	120-192
S4	116-277	117-195	120-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-107	120-082	1-025	0.9%	0-135	0.3%	46%	False	False	628,801
10	121-107	119-242	1-185	1.3%	0-123	0.3%	63%	False	False	602,369
20	121-107	119-047	2-060	1.8%	0-123	0.3%	73%	False	False	588,765
40	121-107	118-300	2-127	2.0%	0-128	0.3%	76%	False	False	490,167
60	121-107	118-070	3-037	2.6%	0-106	0.3%	81%	False	False	327,156
80	121-107	118-010	3-097	2.7%	0-080	0.2%	82%	False	False	245,419
100	121-107	117-260	3-167	2.9%	0-064	0.2%	83%	False	False	196,377

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	0-030
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	121-203
2.618	121-100
1.618	121-037
1.000	120-318
0.618	120-294
HIGH	120-255
0.618	120-231
0.500	120-224
0.382	120-216
LOW	120-192
0.618	120-153
1.000	120-129
1.618	120-090
2.618	120-027
4.250	119-244

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	120-234	120-281
PP	120-229	120-267
S1	120-224	120-254

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

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