ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	120-215	120-242	0-027	0.1%	120-022
High	120-255	120-255	0-000	0.0%	121-107
Low	120-192	120-155	-0-037	-0.1%	120-010
Close	120-240	120-182	-0-058	-0.2%	120-307
Range	0-063	0-100	0-037	58.7%	1-097
ATR	0-127	0-125	-0-002	-1.5%	0-000
Volume	435,181	465,511	30,330	7.0%	3,437,103

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-177	121-120	120-237
R3	121-077	121-020	120-210
R2	120-297	120-297	120-200
R1	120-240	120-240	120-191	120-218
PP	120-197	120-197	120-197	120-187
S1	120-140	120-140	120-173	120-118
S2	120-097	120-097	120-164
S3	119-317	120-040	120-154
S4	119-217	119-260	120-127

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	120-132	0-295	0.8%	0-132	0.3%	17%	False	False	580,650
10	121-107	119-242	1-185	1.3%	0-123	0.3%	51%	False	False	602,454
20	121-107	119-047	2-060	1.8%	0-122	0.3%	65%	False	False	578,138
40	121-107	119-000	2-107	1.9%	0-126	0.3%	67%	False	False	501,709
60	121-107	118-070	3-037	2.6%	0-107	0.3%	75%	False	False	334,906
80	121-107	118-010	3-097	2.7%	0-081	0.2%	77%	False	False	251,235
100	121-107	117-260	3-167	2.9%	0-065	0.2%	78%	False	False	201,030
120	121-107	117-260	3-167	2.9%	0-054	0.1%	78%	False	False	167,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-040
2.618	121-197
1.618	121-097
1.000	121-035
0.618	120-317
HIGH	120-255
0.618	120-217
0.500	120-205
0.382	120-193
LOW	120-155
0.618	120-093
1.000	120-055
1.618	119-313
2.618	119-213
4.250	119-050

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	120-205	120-238
PP	120-197	120-220
S1	120-190	120-201

Download as Excel Spreadsheet

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

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