ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	120-240	120-150	-0-090	-0.2%	120-140
High	120-240	120-217	-0-023	-0.1%	121-032
Low	120-132	120-142	0-010	0.0%	120-115
Close	120-152	120-190	0-038	0.1%	120-217
Range	0-108	0-075	-0-033	-30.6%	0-237
ATR	0-111	0-109	-0-003	-2.3%	0-000
Volume	550,087	437,865	-112,222	-20.4%	2,026,499

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-088	121-054	120-231
R3	121-013	120-299	120-211
R2	120-258	120-258	120-204
R1	120-224	120-224	120-197	120-241
PP	120-183	120-183	120-183	120-192
S1	120-149	120-149	120-183	120-166
S2	120-108	120-108	120-176
S3	120-033	120-074	120-169
S4	119-278	119-319	120-149

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%	0-088	0.2%	26%	False	False	455,766
10	121-032	120-080	0-272	0.7%	0-096	0.2%	40%	False	False	450,857
20	121-107	119-242	1-185	1.3%	0-109	0.3%	53%	False	False	526,655
40	121-107	119-047	2-060	1.8%	0-117	0.3%	66%	False	False	600,225
60	121-107	118-200	2-227	2.2%	0-117	0.3%	73%	False	False	410,039
80	121-107	118-070	3-037	2.6%	0-093	0.2%	76%	False	False	307,566
100	121-107	117-260	3-167	2.9%	0-074	0.2%	79%	False	False	246,095
120	121-107	117-260	3-167	2.9%	0-062	0.2%	79%	False	False	205,114

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-216
2.618	121-093
1.618	121-018
1.000	120-292
0.618	120-263
HIGH	120-217
0.618	120-188
0.500	120-180
0.382	120-171
LOW	120-142
0.618	120-096
1.000	120-067
1.618	120-021
2.618	119-266
4.250	119-143

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	120-186	120-189
PP	120-183	120-187
S1	120-180	120-186

Download as Excel Spreadsheet

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

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