ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	118-235	118-215	-0-020	-0.1%	119-272
High	118-237	118-302	0-065	0.2%	119-275
Low	118-160	118-207	0-047	0.1%	118-152
Close	118-225	118-290	0-065	0.2%	118-225
Range	0-077	0-095	0-018	23.4%	1-123
ATR	0-114	0-113	-0-001	-1.2%	0-000
Volume	779,908	618,219	-161,689	-20.7%	4,286,656

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-231	119-196	119-022
R3	119-136	119-101	118-316
R2	119-041	119-041	118-307
R1	119-006	119-006	118-299	119-024
PP	118-266	118-266	118-266	118-275
S1	118-231	118-231	118-281	118-248
S2	118-171	118-171	118-273
S3	118-076	118-136	118-264
S4	117-301	118-041	118-238

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	123-053	122-102	119-149
R3	121-250	120-299	119-027
R2	120-127	120-127	118-306
R1	119-176	119-176	118-266	119-090
PP	119-004	119-004	119-004	118-281
S1	118-053	118-053	118-184	117-287
S2	117-201	117-201	118-144
S3	116-078	116-250	118-103
S4	114-275	115-127	117-301

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-155	118-152	1-003	0.8%	0-126	0.3%	43%	False	False	903,952
10	120-187	118-152	2-035	1.8%	0-120	0.3%	20%	False	False	843,686
20	121-032	118-152	2-200	2.2%	0-108	0.3%	16%	False	False	672,608
40	121-107	118-152	2-275	2.4%	0-113	0.3%	15%	False	False	614,503
60	121-107	118-152	2-275	2.4%	0-118	0.3%	15%	False	False	584,334
80	121-107	118-070	3-037	2.6%	0-111	0.3%	22%	False	False	438,968
100	121-107	118-010	3-097	2.8%	0-090	0.2%	26%	False	False	351,213
120	121-107	117-260	3-167	3.0%	0-075	0.2%	31%	False	False	292,712

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	120-066
2.618	119-231
1.618	119-136
1.000	119-077
0.618	119-041
HIGH	118-302
0.618	118-266
0.500	118-254
0.382	118-243
LOW	118-207
0.618	118-148
1.000	118-112
1.618	118-053
2.618	117-278
4.250	117-123

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	118-278	118-286
PP	118-266	118-283
S1	118-254	118-280

Download as Excel Spreadsheet

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

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