ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 15-Oct-2015

Day Change Summary
	Previous	Current
	14-Oct-2015	15-Oct-2015	Change	Change %	Previous Week
Open	120-207	121-020	0-133	0.3%	120-285
High	121-030	121-032	0-002	0.0%	121-002
Low	120-202	120-227	0-025	0.1%	120-080
Close	121-012	120-237	-0-095	-0.2%	120-125
Range	0-148	0-125	-0-023	-15.5%	0-242
ATR	0-118	0-119	0-000	0.4%	0-000
Volume	658,580	542,008	-116,572	-17.7%	2,419,744

Daily Pivots for day following 15-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-007	121-247	120-306
R3	121-202	121-122	120-271
R2	121-077	121-077	120-260
R1	120-317	120-317	120-248	120-294
PP	120-272	120-272	120-272	120-261
S1	120-192	120-192	120-226	120-170
S2	120-147	120-147	120-214
S3	120-022	120-067	120-203
S4	119-217	119-262	120-168

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	121-032	120-080	0-272	0.7%	0-102	0.3%	58%	True	False	430,994
10	121-107	120-080	1-027	0.9%	0-122	0.3%	45%	False	False	512,025
20	121-107	119-242	1-185	1.3%	0-115	0.3%	62%	False	False	542,741
40	121-107	119-047	2-060	1.8%	0-123	0.3%	73%	False	False	569,786
60	121-107	118-200	2-227	2.2%	0-114	0.3%	78%	False	False	381,094
80	121-107	118-010	3-097	2.7%	0-089	0.2%	82%	False	False	285,867
100	121-107	117-260	3-167	2.9%	0-071	0.2%	83%	False	False	228,735
120	121-107	117-260	3-167	2.9%	0-059	0.2%	83%	False	False	190,647

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-243
2.618	122-039
1.618	121-234
1.000	121-157
0.618	121-109
HIGH	121-032
0.618	120-304
0.500	120-290
0.382	120-275
LOW	120-227
0.618	120-150
1.000	120-102
1.618	120-025
2.618	119-220
4.250	119-016

Fisher Pivots for day following 15-Oct-2015
Pivot	1 day	3 day
R1	120-290	120-251
PP	120-272	120-246
S1	120-254	120-242

Download as Excel Spreadsheet

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

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