ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 30-Sep-2015

Day Change Summary
	Previous	Current
	29-Sep-2015	30-Sep-2015	Change	Change %	Previous Week
Open	128-130	128-250	0-120	0.3%	127-290
High	128-285	128-295	0-010	0.0%	128-150
Low	128-085	128-110	0-025	0.1%	127-105
Close	128-260	128-235	-0-025	-0.1%	127-270
Range	0-200	0-185	-0-015	-7.5%	1-045
ATR	0-213	0-211	-0-002	-0.9%	0-000
Volume	1,357,240	1,276,596	-80,644	-5.9%	5,096,577

Daily Pivots for day following 30-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-128	130-047	129-017
R3	129-263	129-182	128-286
R2	129-078	129-078	128-269
R1	128-317	128-317	128-252	128-265
PP	128-213	128-213	128-213	128-188
S1	128-132	128-132	128-218	128-080
S2	128-028	128-028	128-201
S3	127-163	127-267	128-184
S4	126-298	127-082	128-133

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-097	130-228	128-151
R3	130-052	129-183	128-050
R2	129-007	129-007	128-017
R1	128-138	128-138	127-303	128-050
PP	127-282	127-282	127-282	127-238
S1	127-093	127-093	127-237	127-005
S2	126-237	126-237	127-203
S3	125-192	126-048	127-170
S4	124-147	125-003	127-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-295	127-140	1-155	1.2%	0-194	0.5%	87%	True	False	1,224,873
10	128-295	126-170	2-125	1.9%	0-210	0.5%	92%	True	False	1,103,869
20	128-295	126-165	2-130	1.9%	0-196	0.5%	92%	True	False	1,036,186
40	129-110	125-270	3-160	2.7%	0-217	0.5%	83%	False	False	703,952
60	129-110	124-160	4-270	3.8%	0-195	0.5%	87%	False	False	469,967
80	129-110	123-310	5-120	4.2%	0-161	0.4%	89%	False	False	352,478
100	129-110	123-310	5-120	4.2%	0-132	0.3%	89%	False	False	281,983
120	129-110	123-310	5-120	4.2%	0-110	0.3%	89%	False	False	234,986

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	0-028
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-121
2.618	130-139
1.618	129-274
1.000	129-160
0.618	129-089
HIGH	128-295
0.618	128-224
0.500	128-202
0.382	128-181
LOW	128-110
0.618	127-316
1.000	127-245
1.618	127-131
2.618	126-266
4.250	125-284

Fisher Pivots for day following 30-Sep-2015
Pivot	1 day	3 day
R1	128-224	128-197
PP	128-213	128-158
S1	128-202	128-120

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

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