ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 02-Nov-2015

Day Change Summary
	Previous	Current
	30-Oct-2015	02-Nov-2015	Change	Change %	Previous Week
Open	119-252	119-272	0-020	0.1%	120-100
High	119-285	119-275	-0-010	0.0%	120-222
Low	119-197	119-180	-0-017	0.0%	119-197
Close	119-247	119-187	-0-060	-0.2%	119-247
Range	0-088	0-095	0-007	8.0%	1-025
ATR	0-110	0-108	-0-001	-0.9%	0-000
Volume	917,817	548,628	-369,189	-40.2%	3,653,170

Daily Pivots for day following 02-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-179	120-118	119-239
R3	120-084	120-023	119-213
R2	119-309	119-309	119-204
R1	119-248	119-248	119-196	119-231
PP	119-214	119-214	119-214	119-206
S1	119-153	119-153	119-178	119-136
S2	119-119	119-119	119-170
S3	119-024	119-058	119-161
S4	118-249	118-283	119-135

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	119-180	1-042	0.9%	0-116	0.3%	2%	False	True	759,652
10	120-240	119-180	1-060	1.0%	0-102	0.3%	2%	False	True	636,656
20	121-032	119-180	1-172	1.3%	0-098	0.3%	1%	False	True	539,393
40	121-107	119-047	2-060	1.8%	0-112	0.3%	20%	False	False	564,955
60	121-107	118-280	2-147	2.1%	0-118	0.3%	29%	False	False	499,336
80	121-107	118-070	3-037	2.6%	0-103	0.3%	44%	False	False	374,778
100	121-107	118-010	3-097	2.8%	0-083	0.2%	47%	False	False	299,864
120	121-107	117-260	3-167	2.9%	0-069	0.2%	50%	False	False	249,922

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-039
2.618	120-204
1.618	120-109
1.000	120-050
0.618	120-014
HIGH	119-275
0.618	119-239
0.500	119-228
0.382	119-216
LOW	119-180
0.618	119-121
1.000	119-085
1.618	119-026
2.618	118-251
4.250	118-096

Fisher Pivots for day following 02-Nov-2015
Pivot	1 day	3 day
R1	119-228	119-268
PP	119-214	119-241
S1	119-200	119-214

Download as Excel Spreadsheet

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

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