ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	128-180	128-250	0-070	0.2%	129-095
High	128-260	128-315	0-055	0.1%	129-150
Low	128-140	128-200	0-060	0.1%	128-055
Close	128-245	128-275	0-030	0.1%	128-155
Range	0-120	0-115	-0-005	-4.2%	1-095
ATR	0-205	0-198	-0-006	-3.1%	0-000
Volume	154,259	823,755	669,496	434.0%	5,081,074

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-288	129-237	129-018
R3	129-173	129-122	128-307
R2	129-058	129-058	128-296
R1	129-007	129-007	128-286	129-032
PP	128-263	128-263	128-263	128-276
S1	128-212	128-212	128-264	128-238
S2	128-148	128-148	128-254
S3	128-033	128-097	128-243
S4	127-238	127-302	128-212

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-192	131-268	129-063
R3	131-097	130-173	128-269
R2	130-002	130-002	128-231
R1	129-078	129-078	128-193	128-312
PP	128-227	128-227	128-227	128-184
S1	127-303	127-303	128-117	127-218
S2	127-132	127-132	128-079
S3	126-037	126-208	128-041
S4	124-262	125-113	127-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-040	128-055	0-305	0.7%	0-160	0.4%	72%	False	False	820,563
10	130-005	128-055	1-270	1.4%	0-194	0.5%	37%	False	False	1,051,873
20	130-005	126-165	3-160	2.7%	0-198	0.5%	67%	False	False	1,065,655
40	130-005	126-160	3-165	2.7%	0-210	0.5%	67%	False	False	932,589
60	130-005	124-280	5-045	4.0%	0-203	0.5%	78%	False	False	623,890
80	130-005	124-000	6-005	4.7%	0-180	0.4%	81%	False	False	468,005
100	130-005	123-310	6-015	4.7%	0-150	0.4%	81%	False	False	374,404
120	130-005	123-310	6-015	4.7%	0-125	0.3%	81%	False	False	312,003

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	0-054
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	130-164
2.618	129-296
1.618	129-181
1.000	129-110
0.618	129-066
HIGH	128-315
0.618	128-271
0.500	128-258
0.382	128-244
LOW	128-200
0.618	128-129
1.000	128-085
1.618	128-014
2.618	127-219
4.250	127-031

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	128-269	128-245
PP	128-263	128-215
S1	128-258	128-185

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

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