Good job monitoring your volumes, that's important and it's good to know you are on target there.
I'll ask the obvious question first, is that gravity reading temperature adjusted?
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I've ended up with 21 Litres (which is exactly spot on according to the recipe) - So the volumes and boil off etc was spot on calculation wise. But even after the boil, I've thrown 19 litres into the fermenter (wasting a couple of litres as I opted for a different fermenter because I'm lazy). As I mentioned I've ended up with 21 Litres at 1.039. My recipe aimed for 1.058. So again, MILES off. Recipe says it'll end at about 1.015. If it gets to 1.015 it'll be at 3.15%, which is pretty poor for an IPA.
To answer your question, I was measuring with a refractometer, which as I understand (possibly incorrectly) is temperature fine up to around 30 degrees. I've just tested with it at pitching temp of 20c and got 1.039.
I really need to sort this efficiency out. It's not good at all, the worst part of it is.... I created my recipe at 65%!! I thought I'd preempt poor efficiency (because I'm new to this), and account for it in the recipe.
If my water was good, the way I can see it are 2 other things (from what you've said)...
1.) Poor crush on the grains. (This could be discovered tomorrow, as I have a kit from gerritbrewed, and they say on their website that they crush the grains on the day of shipping).
2.) Dodgy mash PH. I did test this morning and it was a little high at about 5.8.
3.) Low mash temp. I did check this morning and it was a touch low, but was within range I'd say. I think it was about 65.9c and I was aiming for 68c.
4.) A nasty combination of all 3.
Thanks to the advice on here, I am noting every detail at every step... So I WILL improve and I WILL see where the improvements are and what is causing them. So I'm not disheartened by this, it's a learning curve and if this was a walk in the park everyone would be doing it.