ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	119-145	119-065	-0-080	-0.2%	120-100
High	119-155	119-097	-0-058	-0.2%	120-222
Low	119-035	119-015	-0-020	-0.1%	119-197
Close	119-065	119-047	-0-018	0.0%	119-247
Range	0-120	0-082	-0-038	-31.7%	1-025
ATR	0-108	0-106	-0-002	-1.7%	0-000
Volume	964,302	910,999	-53,303	-5.5%	3,653,170

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-299	119-255	119-092
R3	119-217	119-173	119-070
R2	119-135	119-135	119-062
R1	119-091	119-091	119-055	119-072
PP	119-053	119-053	119-053	119-044
S1	119-009	119-009	119-039	118-310
S2	118-291	118-291	119-032
S3	118-209	118-247	119-024
S4	118-127	118-165	119-002

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	119-285	119-015	0-270	0.7%	0-095	0.2%	12%	False	True	791,627
10	120-222	119-015	1-207	1.4%	0-106	0.3%	6%	False	True	730,030
20	121-032	119-015	2-017	1.7%	0-098	0.3%	5%	False	True	588,105
40	121-107	119-015	2-092	1.9%	0-111	0.3%	4%	False	True	584,706
60	121-107	119-000	2-107	2.0%	0-116	0.3%	6%	False	False	540,668
80	121-107	118-070	3-037	2.6%	0-106	0.3%	30%	False	False	405,916
100	121-107	118-010	3-097	2.8%	0-086	0.2%	34%	False	False	324,775
120	121-107	117-260	3-167	3.0%	0-071	0.2%	38%	False	False	270,680

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	120-126
2.618	119-312
1.618	119-230
1.000	119-179
0.618	119-148
HIGH	119-097
0.618	119-066
0.500	119-056
0.382	119-046
LOW	119-015
0.618	118-284
1.000	118-253
1.618	118-202
2.618	118-120
4.250	117-306

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	119-056	119-114
PP	119-053	119-091
S1	119-050	119-069

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

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