ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	120-180	120-207	0-027	0.1%	120-285
High	120-222	121-030	0-128	0.3%	121-002
Low	120-150	120-202	0-052	0.1%	120-080
Close	120-200	121-012	0-132	0.3%	120-125
Range	0-072	0-148	0-076	105.6%	0-242
ATR	0-116	0-118	0-002	2.1%	0-000
Volume	420,861	658,580	237,719	56.5%	2,419,744

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-099	122-043	121-093
R3	121-271	121-215	121-053
R2	121-123	121-123	121-039
R1	121-067	121-067	121-026	121-095
PP	120-295	120-295	120-295	120-308
S1	120-239	120-239	120-318	120-267
S2	120-147	120-147	120-305
S3	119-319	120-091	120-291
S4	119-171	119-263	120-251

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	121-030	120-080	0-270	0.7%	0-103	0.3%	93%	True	False	445,947
10	121-107	120-080	1-027	0.9%	0-117	0.3%	73%	False	False	513,299
20	121-107	119-062	2-045	1.8%	0-121	0.3%	86%	False	False	558,166
40	121-107	119-010	2-097	1.9%	0-125	0.3%	87%	False	False	556,509
60	121-107	118-170	2-257	2.3%	0-113	0.3%	89%	False	False	372,064
80	121-107	118-010	3-097	2.7%	0-087	0.2%	91%	False	False	279,094
100	121-107	117-260	3-167	2.9%	0-070	0.2%	92%	False	False	223,317
120	121-107	117-260	3-167	2.9%	0-058	0.2%	92%	False	False	186,132

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	123-019
2.618	122-097
1.618	121-269
1.000	121-178
0.618	121-121
HIGH	121-030
0.618	120-293
0.500	120-276
0.382	120-259
LOW	120-202
0.618	120-111
1.000	120-054
1.618	119-283
2.618	119-135
4.250	118-213

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	120-313	120-299
PP	120-295	120-266
S1	120-276	120-232

Download as Excel Spreadsheet

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

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