ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	127-175	126-225	-0-270	-0.7%	127-240
High	127-225	126-280	-0-265	-0.6%	127-245
Low	126-185	126-165	-0-020	0.0%	126-255
Close	126-225	126-165	-0-060	-0.1%	127-170
Range	1-040	0-115	-0-245	-68.1%	0-310
ATR	0-212	0-205	-0-007	-3.3%	0-000
Volume	1,005,405	1,032,271	26,866	2.7%	3,828,746

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-228	127-152	126-228
R3	127-113	127-037	126-197
R2	126-318	126-318	126-186
R1	126-242	126-242	126-176	126-222
PP	126-203	126-203	126-203	126-194
S1	126-127	126-127	126-154	126-108
S2	126-088	126-088	126-144
S3	125-293	126-012	126-133
S4	125-178	125-217	126-102

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-087	129-278	128-020
R3	129-097	128-288	127-255
R2	128-107	128-107	127-227
R1	127-298	127-298	127-198	127-208
PP	127-117	127-117	127-117	127-071
S1	126-308	126-308	127-142	126-218
S2	126-127	126-127	127-113
S3	125-137	125-318	127-085
S4	124-147	125-008	127-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-225	126-165	1-060	0.9%	0-183	0.5%	0%	False	True	873,893
10	128-040	126-165	1-195	1.3%	0-182	0.4%	0%	False	True	968,503
20	129-110	126-160	2-270	2.2%	0-220	0.5%	1%	False	False	850,646
40	129-110	125-130	3-300	3.1%	0-204	0.5%	28%	False	False	428,729
60	129-110	124-000	5-110	4.2%	0-176	0.4%	47%	False	False	285,993
80	129-110	123-310	5-120	4.2%	0-139	0.3%	47%	False	False	214,495
100	129-110	123-310	5-120	4.2%	0-111	0.3%	47%	False	False	171,596

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-129
2.618	127-261
1.618	127-146
1.000	127-075
0.618	127-031
HIGH	126-280
0.618	126-236
0.500	126-222
0.382	126-209
LOW	126-165
0.618	126-094
1.000	126-050
1.618	125-299
2.618	125-184
4.250	124-316

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	126-222	127-035
PP	126-203	126-292
S1	126-184	126-228

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

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