ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	118-225	118-053	-0-172	-0.5%	119-127
High	118-245	118-058	-0-187	-0.5%	119-133
Low	117-313	117-302	-0-010	0.0%	117-313
Close	118-053	118-045	-0-008	0.0%	118-053
Range	0-252	0-075	-0-177	-70.3%	1-140
ATR	0-104	0-102	-0-002	-2.0%	0-000
Volume

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-253	118-224	118-086
R3	118-178	118-149	118-066
R2	118-103	118-103	118-059
R1	118-074	118-074	118-052	118-051
PP	118-028	118-028	118-028	118-017
S1	117-319	117-319	118-038	117-296
S2	117-273	117-273	118-031
S3	117-198	117-244	118-024
S4	117-123	117-169	118-004

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-266	121-299	118-306
R3	121-126	120-159	118-179
R2	119-306	119-306	118-137
R1	119-019	119-019	118-095	118-253
PP	118-166	118-166	118-166	118-123
S1	117-199	117-199	118-010	117-113
S2	117-026	117-026	117-288
S3	115-206	116-059	117-246
S4	114-066	114-239	117-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-058	117-302	1-075	1.0%	0-123	0.3%	16%	False	True
10	120-095	117-302	2-113	2.0%	0-118	0.3%	8%	False	True	626
20	120-227	117-302	2-245	2.3%	0-091	0.2%	7%	False	True	1,618
40	120-245	117-302	2-262	2.4%	0-059	0.2%	7%	False	True	810
60	120-245	117-302	2-262	2.4%	0-040	0.1%	7%	False	True	540
80	120-245	117-302	2-262	2.4%	0-030	0.1%	7%	False	True	405
100	120-245	117-302	2-262	2.4%	0-024	0.1%	7%	False	True	324

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	0-014
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	119-056
2.618	118-254
1.618	118-179
1.000	118-133
0.618	118-104
HIGH	118-058
0.618	118-029
0.500	118-020
0.382	118-011
LOW	117-302
0.618	117-256
1.000	117-227
1.618	117-181
2.618	117-106
4.250	116-304

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	118-037	118-118
PP	118-028	118-093
S1	118-020	118-069

Download as Excel Spreadsheet

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

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