ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	118-264	118-272	0-008	0.0%	118-235
High	118-305	119-050	0-065	0.2%	119-050
Low	118-245	118-255	0-010	0.0%	118-160
Close	118-265	119-020	0-075	0.2%	119-020
Range	0-060	0-115	0-055	91.7%	0-210
ATR	0-105	0-105	0-001	0.7%	0-000
Volume	633,496	576,602	-56,894	-9.0%	2,744,317

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-027	119-298	119-083
R3	119-232	119-183	119-052
R2	119-117	119-117	119-041
R1	119-068	119-068	119-031	119-092
PP	119-002	119-002	119-002	119-014
S1	118-273	118-273	119-009	118-298
S2	118-207	118-207	118-319
S3	118-092	118-158	118-308
S4	117-297	118-043	118-277

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-280	120-200	119-136
R3	120-070	119-310	119-078
R2	119-180	119-180	119-058
R1	119-100	119-100	119-039	119-140
PP	118-290	118-290	118-290	118-310
S1	118-210	118-210	119-001	118-250
S2	118-080	118-080	118-302
S3	117-190	118-000	118-282
S4	116-300	117-110	118-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-050	118-160	0-210	0.6%	0-079	0.2%	86%	True	False	548,863
10	119-275	118-152	1-123	1.2%	0-104	0.3%	42%	False	False	703,097
20	120-240	118-152	2-088	1.9%	0-102	0.3%	26%	False	False	663,507
40	121-107	118-152	2-275	2.4%	0-108	0.3%	21%	False	False	594,885
60	121-107	118-152	2-275	2.4%	0-116	0.3%	21%	False	False	605,965
80	121-107	118-152	2-275	2.4%	0-112	0.3%	21%	False	False	455,792
100	121-107	118-010	3-097	2.8%	0-092	0.2%	31%	False	False	364,669
120	121-107	117-260	3-167	3.0%	0-077	0.2%	35%	False	False	303,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-219
2.618	120-031
1.618	119-236
1.000	119-165
0.618	119-121
HIGH	119-050
0.618	119-006
0.500	118-312
0.382	118-299
LOW	118-255
0.618	118-184
1.000	118-140
1.618	118-069
2.618	117-274
4.250	117-086

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	119-011	119-008
PP	119-002	118-317
S1	118-312	118-305

Download as Excel Spreadsheet

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

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