ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	120-200	120-100	-0-100	-0.3%	120-200
High	120-200	120-147	-0-053	-0.1%	120-240
Low	120-082	120-082	0-000	0.0%	120-082
Close	120-102	120-127	0-025	0.1%	120-102
Range	0-118	0-065	-0-053	-44.9%	0-158
ATR	0-108	0-105	-0-003	-2.8%	0-000
Volume	606,813	403,536	-203,277	-33.5%	2,586,007

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-314	120-285	120-163
R3	120-249	120-220	120-145
R2	120-184	120-184	120-139
R1	120-155	120-155	120-133	120-170
PP	120-119	120-119	120-119	120-126
S1	120-090	120-090	120-121	120-104
S2	120-054	120-054	120-115
S3	119-309	120-025	120-109
S4	119-244	119-280	120-091

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%	0-089	0.2%	28%	False	True	513,660
10	121-032	120-082	0-270	0.7%	0-092	0.2%	17%	False	True	493,862
20	121-107	120-072	1-035	0.9%	0-105	0.3%	15%	False	False	518,580
40	121-107	119-047	2-060	1.8%	0-112	0.3%	57%	False	False	555,408
60	121-107	118-200	2-227	2.3%	0-117	0.3%	65%	False	False	436,342
80	121-107	118-070	3-037	2.6%	0-096	0.2%	70%	False	False	327,313
100	121-107	117-260	3-167	2.9%	0-077	0.2%	73%	False	False	261,892
120	121-107	117-260	3-167	2.9%	0-064	0.2%	73%	False	False	218,278

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-103
2.618	120-317
1.618	120-252
1.000	120-212
0.618	120-187
HIGH	120-147
0.618	120-122
0.500	120-114
0.382	120-107
LOW	120-082
0.618	120-042
1.000	120-017
1.618	119-297
2.618	119-232
4.250	119-126

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	120-123	120-157
PP	120-119	120-147
S1	120-114	120-137

Download as Excel Spreadsheet

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

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