ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	120-235	120-200	-0-035	-0.1%	120-140
High	120-270	120-240	-0-030	-0.1%	121-032
Low	120-200	120-177	-0-023	-0.1%	120-115
Close	120-217	120-227	0-010	0.0%	120-217
Range	0-070	0-063	-0-007	-10.0%	0-237
ATR	0-115	0-112	-0-004	-3.2%	0-000
Volume	327,629	421,243	93,614	28.6%	2,026,499

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-084	121-058	120-262
R3	121-021	120-315	120-244
R2	120-278	120-278	120-239
R1	120-252	120-252	120-233	120-265
PP	120-215	120-215	120-215	120-221
S1	120-189	120-189	120-221	120-202
S2	120-152	120-152	120-215
S3	120-089	120-126	120-210
S4	120-026	120-063	120-192

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	120-150	0-202	0.5%	0-096	0.2%	38%	False	False	474,064
10	121-032	120-080	0-272	0.7%	0-094	0.2%	54%	False	False	442,131
20	121-107	119-242	1-185	1.3%	0-112	0.3%	60%	False	False	525,403
40	121-107	119-047	2-060	1.8%	0-122	0.3%	71%	False	False	586,781
60	121-107	118-200	2-227	2.2%	0-116	0.3%	77%	False	False	393,575
80	121-107	118-010	3-097	2.7%	0-090	0.2%	81%	False	False	295,222
100	121-107	117-260	3-167	2.9%	0-072	0.2%	82%	False	False	236,219
120	121-107	117-260	3-167	2.9%	0-060	0.2%	82%	False	False	196,884

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	121-188
2.618	121-085
1.618	121-022
1.000	120-303
0.618	120-279
HIGH	120-240
0.618	120-216
0.500	120-208
0.382	120-201
LOW	120-177
0.618	120-138
1.000	120-114
1.618	120-075
2.618	120-012
4.250	119-229

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	120-221	120-264
PP	120-215	120-252
S1	120-208	120-240

Download as Excel Spreadsheet

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

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