ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	120-200	120-240	0-040	0.1%	120-140
High	120-240	120-240	0-000	0.0%	121-032
Low	120-177	120-132	-0-045	-0.1%	120-115
Close	120-227	120-152	-0-075	-0.2%	120-217
Range	0-063	0-108	0-045	71.4%	0-237
ATR	0-112	0-111	0-000	-0.2%	0-000
Volume	421,243	550,087	128,844	30.6%	2,026,499

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-179	121-113	120-211
R3	121-071	121-005	120-182
R2	120-283	120-283	120-172
R1	120-217	120-217	120-162	120-196
PP	120-175	120-175	120-175	120-164
S1	120-109	120-109	120-142	120-088
S2	120-067	120-067	120-132
S3	119-279	120-001	120-122
S4	119-171	119-213	120-093

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	120-132	0-220	0.6%	0-103	0.3%	9%	False	True	499,909
10	121-032	120-080	0-272	0.7%	0-098	0.3%	26%	False	False	453,621
20	121-107	119-242	1-185	1.3%	0-110	0.3%	46%	False	False	527,995
40	121-107	119-047	2-060	1.8%	0-119	0.3%	61%	False	False	597,602
60	121-107	118-200	2-227	2.2%	0-117	0.3%	68%	False	False	402,743
80	121-107	118-070	3-037	2.6%	0-092	0.2%	72%	False	False	302,096
100	121-107	117-260	3-167	2.9%	0-073	0.2%	76%	False	False	241,718
120	121-107	117-260	3-167	2.9%	0-061	0.2%	76%	False	False	201,467

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-059
2.618	121-203
1.618	121-095
1.000	121-028
0.618	120-307
HIGH	120-240
0.618	120-199
0.500	120-186
0.382	120-173
LOW	120-132
0.618	120-065
1.000	120-024
1.618	119-277
2.618	119-169
4.250	118-313

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	120-186	120-201
PP	120-175	120-185
S1	120-163	120-168

Download as Excel Spreadsheet

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

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