ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	120-195	120-200	0-005	0.0%	120-200
High	120-232	120-200	-0-032	-0.1%	120-240
Low	120-155	120-082	-0-073	-0.2%	120-082
Close	120-210	120-102	-0-108	-0.3%	120-102
Range	0-077	0-118	0-041	53.2%	0-158
ATR	0-106	0-108	0-002	1.4%	0-000
Volume	569,999	606,813	36,814	6.5%	2,586,007

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-162	121-090	120-167
R3	121-044	120-292	120-134
R2	120-246	120-246	120-124
R1	120-174	120-174	120-113	120-151
PP	120-128	120-128	120-128	120-116
S1	120-056	120-056	120-091	120-033
S2	120-010	120-010	120-080
S3	119-212	119-258	120-070
S4	119-094	119-140	120-037

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-295	121-197	120-189
R3	121-137	121-039	120-145
R2	120-299	120-299	120-131
R1	120-201	120-201	120-116	120-171
PP	120-141	120-141	120-141	120-126
S1	120-043	120-043	120-088	120-013
S2	119-303	119-303	120-073
S3	119-145	119-205	120-059
S4	118-307	119-047	120-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-240	120-082	0-158	0.4%	0-088	0.2%	13%	False	True	517,201
10	121-032	120-082	0-270	0.7%	0-092	0.2%	7%	False	True	461,250
20	121-107	120-010	1-097	1.1%	0-107	0.3%	22%	False	False	523,467
40	121-107	119-047	2-060	1.8%	0-114	0.3%	54%	False	False	563,612
60	121-107	118-200	2-227	2.3%	0-118	0.3%	63%	False	False	429,632
80	121-107	118-070	3-037	2.6%	0-095	0.2%	67%	False	False	322,271
100	121-107	117-260	3-167	2.9%	0-076	0.2%	71%	False	False	257,859
120	121-107	117-260	3-167	2.9%	0-063	0.2%	71%	False	False	214,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-062
2.618	121-189
1.618	121-071
1.000	120-318
0.618	120-273
HIGH	120-200
0.618	120-155
0.500	120-141
0.382	120-127
LOW	120-082
0.618	120-009
1.000	119-284
1.618	119-211
2.618	119-093
4.250	118-220

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	120-141	120-157
PP	120-128	120-139
S1	120-115	120-120

Download as Excel Spreadsheet

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

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