ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	120-140	120-140	0-000	0.0%	120-285
High	120-177	120-182	0-005	0.0%	121-002
Low	120-080	120-115	0-035	0.1%	120-080
Close	120-125	120-172	0-047	0.1%	120-125
Range	0-097	0-067	-0-030	-30.9%	0-242
ATR	0-123	0-119	-0-004	-3.3%	0-000
Volume	456,102	77,421	-378,681	-83.0%	2,419,744

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-037	121-012	120-209
R3	120-290	120-265	120-190
R2	120-223	120-223	120-184
R1	120-198	120-198	120-178	120-210
PP	120-156	120-156	120-156	120-163
S1	120-131	120-131	120-166	120-144
S2	120-089	120-089	120-160
S3	120-022	120-064	120-154
S4	119-275	119-317	120-135

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	120-255	120-080	0-175	0.5%	0-092	0.2%	53%	False	False	410,198
10	121-107	120-072	1-035	0.9%	0-119	0.3%	28%	False	False	543,298
20	121-107	119-047	2-060	1.8%	0-125	0.3%	64%	False	False	570,627
40	121-107	119-010	2-097	1.9%	0-123	0.3%	65%	False	False	529,791
60	121-107	118-070	3-037	2.6%	0-112	0.3%	74%	False	False	354,078
80	121-107	118-010	3-097	2.7%	0-085	0.2%	76%	False	False	265,606
100	121-107	117-260	3-167	2.9%	0-068	0.2%	77%	False	False	212,527
120	121-107	117-260	3-167	2.9%	0-056	0.1%	77%	False	False	177,140

Crabel Price Patterns
NR	True
NR4	True
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	0-034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-147
2.618	121-037
1.618	120-290
1.000	120-249
0.618	120-223
HIGH	120-182
0.618	120-156
0.500	120-148
0.382	120-141
LOW	120-115
0.618	120-074
1.000	120-048
1.618	120-007
2.618	119-260
4.250	119-150

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	120-164	120-168
PP	120-156	120-163
S1	120-148	120-158

Download as Excel Spreadsheet

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

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