ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	121-020	120-235	-0-105	-0.3%	120-140
High	121-032	120-270	-0-082	-0.2%	121-032
Low	120-227	120-200	-0-027	-0.1%	120-115
Close	120-237	120-217	-0-020	-0.1%	120-217
Range	0-125	0-070	-0-055	-44.0%	0-237
ATR	0-119	0-115	-0-003	-2.9%	0-000
Volume	542,008	327,629	-214,379	-39.6%	2,026,499

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-119	121-078	120-256
R3	121-049	121-008	120-236
R2	120-299	120-299	120-230
R1	120-258	120-258	120-223	120-244
PP	120-229	120-229	120-229	120-222
S1	120-188	120-188	120-211	120-174
S2	120-159	120-159	120-204
S3	120-089	120-118	120-198
S4	120-019	120-048	120-178

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-299	122-175	121-027
R3	122-062	121-258	120-282
R2	121-145	121-145	120-260
R1	121-021	121-021	120-239	121-083
PP	120-228	120-228	120-228	120-259
S1	120-104	120-104	120-195	120-166
S2	119-311	119-311	120-174
S3	119-074	119-187	120-152
S4	118-157	118-270	120-087

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-032	120-115	0-237	0.6%	0-096	0.2%	43%	False	False	405,299
10	121-032	120-080	0-272	0.7%	0-099	0.3%	50%	False	False	444,624
20	121-107	119-242	1-185	1.3%	0-113	0.3%	58%	False	False	526,263
40	121-107	119-047	2-060	1.8%	0-123	0.3%	70%	False	False	577,193
60	121-107	118-200	2-227	2.2%	0-115	0.3%	76%	False	False	386,554
80	121-107	118-010	3-097	2.7%	0-090	0.2%	80%	False	False	289,959
100	121-107	117-260	3-167	2.9%	0-072	0.2%	81%	False	False	232,009
120	121-107	117-260	3-167	2.9%	0-060	0.2%	81%	False	False	193,376

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	0-028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-248
2.618	121-133
1.618	121-063
1.000	121-020
0.618	120-313
HIGH	120-270
0.618	120-243
0.500	120-235
0.382	120-227
LOW	120-200
0.618	120-157
1.000	120-130
1.618	120-087
2.618	120-017
4.250	119-222

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	120-235	120-276
PP	120-229	120-256
S1	120-223	120-237

Download as Excel Spreadsheet

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

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