ECBOT 5 Year T-Note Future December 2015

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

Day Change Summary
	Previous	Current
	08-Oct-2015	09-Oct-2015	Change	Change %	Previous Week
Open	120-167	120-140	-0-027	-0.1%	120-285
High	120-237	120-177	-0-060	-0.2%	121-002
Low	120-105	120-080	-0-025	-0.1%	120-080
Close	120-137	120-125	-0-012	0.0%	120-125
Range	0-132	0-097	-0-035	-26.5%	0-242
ATR	0-125	0-123	-0-002	-1.6%	0-000
Volume	616,775	456,102	-160,673	-26.1%	2,419,744

Daily Pivots for day following 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-098	121-049	120-178
R3	121-001	120-272	120-152
R2	120-224	120-224	120-143
R1	120-175	120-175	120-134	120-151
PP	120-127	120-127	120-127	120-116
S1	120-078	120-078	120-116	120-054
S2	120-030	120-030	120-107
S3	119-253	119-301	120-098
S4	119-156	119-204	120-072

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-262	122-115	120-258
R3	122-020	121-193	120-192
R2	121-098	121-098	120-169
R1	120-271	120-271	120-147	120-224
PP	120-176	120-176	120-176	120-152
S1	120-029	120-029	120-103	119-302
S2	119-254	119-254	120-081
S3	119-012	119-107	120-058
S4	118-090	118-185	119-312

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-002	120-080	0-242	0.6%	0-102	0.3%	19%	False	True	483,948
10	121-107	120-010	1-097	1.1%	0-122	0.3%	28%	False	False	585,684
20	121-107	119-047	2-060	1.8%	0-125	0.3%	57%	False	False	584,643
40	121-107	119-000	2-107	1.9%	0-124	0.3%	60%	False	False	527,936
60	121-107	118-070	3-037	2.6%	0-110	0.3%	70%	False	False	352,788
80	121-107	118-010	3-097	2.7%	0-084	0.2%	71%	False	False	264,641
100	121-107	117-260	3-167	2.9%	0-067	0.2%	73%	False	False	211,755
120	121-107	117-260	3-167	2.9%	0-056	0.1%	73%	False	False	176,497

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-269
2.618	121-111
1.618	121-014
1.000	120-274
0.618	120-237
HIGH	120-177
0.618	120-140
0.500	120-128
0.382	120-117
LOW	120-080
0.618	120-020
1.000	119-303
1.618	119-243
2.618	119-146
4.250	118-308

Fisher Pivots for day following 09-Oct-2015
Pivot	1 day	3 day
R1	120-128	120-168
PP	120-127	120-153
S1	120-126	120-139

Download as Excel Spreadsheet

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

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