ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	120-150	120-195	0-045	0.1%	120-140
High	120-217	120-232	0-015	0.0%	121-032
Low	120-142	120-155	0-013	0.0%	120-115
Close	120-190	120-210	0-020	0.1%	120-217
Range	0-075	0-077	0-002	2.7%	0-237
ATR	0-109	0-106	-0-002	-2.1%	0-000
Volume	437,865	569,999	132,134	30.2%	2,026,499

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-110	121-077	120-252
R3	121-033	121-000	120-231
R2	120-276	120-276	120-224
R1	120-243	120-243	120-217	120-260
PP	120-199	120-199	120-199	120-207
S1	120-166	120-166	120-203	120-182
S2	120-122	120-122	120-196
S3	120-045	120-089	120-189
S4	119-288	120-012	120-168

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	120-270	120-132	0-138	0.4%	0-079	0.2%	57%	False	False	461,364
10	121-032	120-080	0-272	0.7%	0-090	0.2%	48%	False	False	446,179
20	121-107	119-242	1-185	1.3%	0-107	0.3%	57%	False	False	524,917
40	121-107	119-047	2-060	1.8%	0-114	0.3%	69%	False	False	581,550
60	121-107	118-200	2-227	2.2%	0-118	0.3%	75%	False	False	419,534
80	121-107	118-070	3-037	2.6%	0-094	0.2%	78%	False	False	314,689
100	121-107	117-260	3-167	2.9%	0-075	0.2%	81%	False	False	251,793
120	121-107	117-260	3-167	2.9%	0-062	0.2%	81%	False	False	209,862

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	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-239
2.618	121-114
1.618	121-037
1.000	120-309
0.618	120-280
HIGH	120-232
0.618	120-203
0.500	120-194
0.382	120-184
LOW	120-155
0.618	120-107
1.000	120-078
1.618	120-030
2.618	119-273
4.250	119-148

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	120-204	120-202
PP	120-199	120-194
S1	120-194	120-186

Download as Excel Spreadsheet

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

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