ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	120-185	120-170	-0-015	0.0%	120-022
High	120-215	121-107	0-212	0.5%	121-107
Low	120-132	120-135	0-003	0.0%	120-010
Close	120-160	120-307	0-147	0.4%	120-307
Range	0-083	0-292	0-209	251.8%	1-097
ATR	0-120	0-133	0-012	10.2%	0-000
Volume	554,744	1,001,640	446,896	80.6%	3,437,103

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-206	123-068	121-148
R3	122-234	122-096	121-067
R2	121-262	121-262	121-041
R1	121-124	121-124	121-014	121-193
PP	120-290	120-290	120-290	121-004
S1	120-152	120-152	120-280	120-221
S2	119-318	119-318	120-253
S3	119-026	119-180	120-227
S4	118-054	118-208	120-146

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	124-219	124-040	121-216
R3	123-122	122-263	121-102
R2	122-025	122-025	121-063
R1	121-166	121-166	121-025	121-256
PP	120-248	120-248	120-248	120-293
S1	120-069	120-069	120-269	120-158
S2	119-151	119-151	120-231
S3	118-054	118-292	120-192
S4	116-277	117-195	120-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-107	120-010	1-097	1.1%	0-142	0.4%	71%	True	False	687,420
10	121-107	119-242	1-185	1.3%	0-128	0.3%	76%	True	False	607,902
20	121-107	119-047	2-060	1.8%	0-128	0.3%	83%	True	False	605,422
40	121-107	118-270	2-157	2.1%	0-127	0.3%	85%	True	False	468,183
60	121-107	118-070	3-037	2.6%	0-103	0.3%	88%	True	False	312,474
80	121-107	118-010	3-097	2.7%	0-077	0.2%	89%	True	False	234,407
100	121-107	117-260	3-167	2.9%	0-062	0.2%	89%	True	False	187,568

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 118 trading days

Fibonacci Retracements and Extensions
4.250	125-068
2.618	123-231
1.618	122-259
1.000	122-079
0.618	121-287
HIGH	121-107
0.618	120-315
0.500	120-281
0.382	120-247
LOW	120-135
0.618	119-275
1.000	119-163
1.618	118-303
2.618	118-011
4.250	116-174

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	120-298	120-290
PP	120-290	120-272
S1	120-281	120-254

Download as Excel Spreadsheet

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

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