ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	120-100	120-135	0-035	0.1%	120-200
High	120-147	120-222	0-075	0.2%	120-240
Low	120-082	120-125	0-043	0.1%	120-082
Close	120-127	120-195	0-068	0.2%	120-102
Range	0-065	0-097	0-032	49.2%	0-158
ATR	0-105	0-104	-0-001	-0.5%	0-000
Volume	403,536	497,548	94,012	23.3%	2,586,007

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-152	121-110	120-248
R3	121-055	121-013	120-222
R2	120-278	120-278	120-213
R1	120-236	120-236	120-204	120-257
PP	120-181	120-181	120-181	120-191
S1	120-139	120-139	120-186	120-160
S2	120-084	120-084	120-177
S3	119-307	120-042	120-168
S4	119-210	119-265	120-142

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	120-232	120-082	0-150	0.4%	0-086	0.2%	75%	False	False	503,152
10	121-032	120-082	0-270	0.7%	0-095	0.2%	42%	False	False	501,530
20	121-107	120-080	1-027	0.9%	0-104	0.3%	33%	False	False	509,799
40	121-107	119-047	2-060	1.8%	0-111	0.3%	67%	False	False	550,502
60	121-107	118-200	2-227	2.2%	0-116	0.3%	73%	False	False	444,600
80	121-107	118-070	3-037	2.6%	0-097	0.3%	77%	False	False	333,530
100	121-107	117-260	3-167	2.9%	0-078	0.2%	79%	False	False	266,865
120	121-107	117-260	3-167	2.9%	0-065	0.2%	79%	False	False	222,423

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-314
2.618	121-156
1.618	121-059
1.000	120-319
0.618	120-282
HIGH	120-222
0.618	120-185
0.500	120-174
0.382	120-162
LOW	120-125
0.618	120-065
1.000	120-028
1.618	119-288
2.618	119-191
4.250	119-033

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	120-188	120-181
PP	120-181	120-166
S1	120-174	120-152

Download as Excel Spreadsheet

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

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