ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 05-Oct-2015

Day Change Summary
	Previous	Current
	02-Oct-2015	05-Oct-2015	Change	Change %	Previous Week
Open	128-255	129-095	0-160	0.4%	127-285
High	130-005	129-150	-0-175	-0.4%	130-005
Low	128-190	128-250	0-060	0.1%	127-265
Close	129-110	128-265	-0-165	-0.4%	129-110
Range	1-135	0-220	-0-235	-51.6%	2-060
ATR	0-224	0-224	0-000	-0.1%	0-000
Volume	1,920,484	898,156	-1,022,328	-53.2%	6,835,338

Daily Pivots for day following 05-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-028	130-207	129-066
R3	130-128	129-307	129-006
R2	129-228	129-228	128-305
R1	129-087	129-087	128-285	129-048
PP	129-008	129-008	129-008	128-309
S1	128-187	128-187	128-245	128-148
S2	128-108	128-108	128-225
S3	127-208	127-287	128-204
S4	126-308	127-067	128-144

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-200	134-215	130-175
R3	133-140	132-155	129-302
R2	131-080	131-080	129-238
R1	130-095	130-095	129-174	130-248
PP	129-020	129-020	129-020	129-096
S1	128-035	128-035	129-046	128-188
S2	126-280	126-280	128-302
S3	124-220	125-295	128-238
S4	122-160	123-235	128-045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-005	128-085	1-240	1.4%	0-241	0.6%	32%	False	False	1,343,008
10	130-005	127-125	2-200	2.0%	0-222	0.5%	55%	False	False	1,206,726
20	130-005	126-165	3-160	2.7%	0-211	0.5%	66%	False	False	1,076,838
40	130-005	126-080	3-245	2.9%	0-222	0.5%	68%	False	False	805,706
60	130-005	124-160	5-165	4.3%	0-199	0.5%	78%	False	False	537,943
80	130-005	124-000	6-005	4.7%	0-168	0.4%	80%	False	False	403,493
100	130-005	123-310	6-015	4.7%	0-140	0.3%	80%	False	False	322,795
120	130-005	123-310	6-015	4.7%	0-117	0.3%	80%	False	False	268,996

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-125
2.618	131-086
1.618	130-186
1.000	130-050
0.618	129-286
HIGH	129-150
0.618	129-066
0.500	129-040
0.382	129-014
LOW	128-250
0.618	128-114
1.000	128-030
1.618	127-214
2.618	126-314
4.250	125-275

Fisher Pivots for day following 05-Oct-2015
Pivot	1 day	3 day
R1	129-040	129-095
PP	129-008	129-045
S1	128-297	128-315

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

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