ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	118-215	118-246	0-031	0.1%	119-272
High	118-302	118-290	-0-012	0.0%	119-275
Low	118-207	118-240	0-033	0.1%	118-152
Close	118-290	118-247	-0-043	-0.1%	118-225
Range	0-095	0-050	-0-045	-47.4%	1-123
ATR	0-113	0-108	-0-004	-4.0%	0-000
Volume	618,219	136,092	-482,127	-78.0%	4,286,656

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-089	119-058	118-274
R3	119-039	119-008	118-261
R2	118-309	118-309	118-256
R1	118-278	118-278	118-252	118-294
PP	118-259	118-259	118-259	118-267
S1	118-228	118-228	118-242	118-244
S2	118-209	118-209	118-238
S3	118-159	118-178	118-233
S4	118-109	118-128	118-220

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	119-097	118-152	0-265	0.7%	0-112	0.3%	36%	False	False	738,310
10	120-035	118-152	1-203	1.4%	0-107	0.3%	18%	False	False	764,146
20	121-032	118-152	2-200	2.2%	0-103	0.3%	11%	False	False	646,484
40	121-107	118-152	2-275	2.4%	0-112	0.3%	10%	False	False	602,325
60	121-107	118-152	2-275	2.4%	0-118	0.3%	10%	False	False	586,501
80	121-107	118-152	2-275	2.4%	0-110	0.3%	10%	False	False	440,669
100	121-107	118-010	3-097	2.8%	0-090	0.2%	22%	False	False	352,572
120	121-107	117-260	3-167	3.0%	0-075	0.2%	27%	False	False	293,845

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-013
Narrowest range in 74 trading days

Fibonacci Retracements and Extensions
4.250	119-182
2.618	119-101
1.618	119-051
1.000	119-020
0.618	119-001
HIGH	118-290
0.618	118-271
0.500	118-265
0.382	118-259
LOW	118-240
0.618	118-209
1.000	118-190
1.618	118-159
2.618	118-109
4.250	118-028

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	118-265	118-242
PP	118-259	118-236
S1	118-253	118-231

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

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