ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	120-015	119-252	-0-083	-0.2%	120-100
High	120-035	119-285	-0-070	-0.2%	120-222
Low	119-240	119-197	-0-043	-0.1%	119-197
Close	119-250	119-247	-0-003	0.0%	119-247
Range	0-115	0-088	-0-027	-23.5%	1-025
ATR	0-111	0-110	-0-002	-1.5%	0-000
Volume	902,770	917,817	15,047	1.7%	3,653,170

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-187	120-145	119-295
R3	120-099	120-057	119-271
R2	120-011	120-011	119-263
R1	119-289	119-289	119-255	119-266
PP	119-243	119-243	119-243	119-232
S1	119-201	119-201	119-239	119-178
S2	119-155	119-155	119-231
S3	119-067	119-113	119-223
S4	118-299	119-025	119-199

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-084	122-190	120-117
R3	122-059	121-165	120-022
R2	121-034	121-034	119-310
R1	120-140	120-140	119-279	120-074
PP	120-009	120-009	120-009	119-296
S1	119-115	119-115	119-215	119-050
S2	118-304	118-304	119-184
S3	117-279	118-090	119-152
S4	116-254	117-065	119-057

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-222	119-197	1-025	0.9%	0-110	0.3%	14%	False	True	730,634
10	120-240	119-197	1-043	0.9%	0-099	0.3%	14%	False	True	623,917
20	121-032	119-197	1-155	1.2%	0-099	0.3%	11%	False	True	534,271
40	121-107	119-047	2-060	1.8%	0-114	0.3%	29%	False	False	569,846
60	121-107	118-270	2-157	2.1%	0-118	0.3%	37%	False	False	490,212
80	121-107	118-070	3-037	2.6%	0-102	0.3%	50%	False	False	367,923
100	121-107	118-010	3-097	2.8%	0-082	0.2%	53%	False	False	294,380
120	121-107	117-260	3-167	2.9%	0-068	0.2%	56%	False	False	245,351

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	0-015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-019
2.618	120-195
1.618	120-107
1.000	120-053
0.618	120-019
HIGH	119-285
0.618	119-251
0.500	119-241
0.382	119-231
LOW	119-197
0.618	119-143
1.000	119-109
1.618	119-055
2.618	118-287
4.250	118-143

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	119-245	120-032
PP	119-243	119-317
S1	119-241	119-282

Download as Excel Spreadsheet

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

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