ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	120-140	120-180	0-040	0.1%	120-285
High	120-182	120-222	0-040	0.1%	121-002
Low	120-115	120-150	0-035	0.1%	120-080
Close	120-172	120-200	0-028	0.1%	120-125
Range	0-067	0-072	0-005	7.5%	0-242
ATR	0-119	0-116	-0-003	-2.8%	0-000
Volume	77,421	420,861	343,440	443.6%	2,419,744

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-087	121-055	120-240
R3	121-015	120-303	120-220
R2	120-263	120-263	120-213
R1	120-231	120-231	120-207	120-247
PP	120-191	120-191	120-191	120-198
S1	120-159	120-159	120-193	120-175
S2	120-119	120-119	120-187
S3	120-047	120-087	120-180
S4	119-295	120-015	120-160

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%	0-094	0.2%	69%	False	False	407,334
10	121-107	120-080	1-027	0.9%	0-114	0.3%	35%	False	False	518,067
20	121-107	119-052	2-055	1.8%	0-118	0.3%	67%	False	False	556,398
40	121-107	119-010	2-097	1.9%	0-124	0.3%	69%	False	False	540,197
60	121-107	118-070	3-037	2.6%	0-112	0.3%	77%	False	False	361,087
80	121-107	118-010	3-097	2.7%	0-085	0.2%	79%	False	False	270,864
100	121-107	117-260	3-167	2.9%	0-068	0.2%	80%	False	False	216,733
120	121-107	117-260	3-167	2.9%	0-057	0.1%	80%	False	False	180,646

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-208
2.618	121-090
1.618	121-018
1.000	120-294
0.618	120-266
HIGH	120-222
0.618	120-194
0.500	120-186
0.382	120-178
LOW	120-150
0.618	120-106
1.000	120-078
1.618	120-034
2.618	119-282
4.250	119-164

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	120-195	120-184
PP	120-191	120-167
S1	120-186	120-151

Download as Excel Spreadsheet

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

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