ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	118-272	119-090	0-138	0.4%	118-235
High	119-050	119-107	0-057	0.1%	119-050
Low	118-255	119-037	0-102	0.3%	118-160
Close	119-020	119-055	0-035	0.1%	119-020
Range	0-115	0-070	-0-045	-39.1%	0-210
ATR	0-105	0-104	-0-001	-1.2%	0-000
Volume	576,602	649,927	73,325	12.7%	2,744,317

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-276	119-236	119-094
R3	119-206	119-166	119-074
R2	119-136	119-136	119-068
R1	119-096	119-096	119-061	119-081
PP	119-066	119-066	119-066	119-059
S1	119-026	119-026	119-049	119-011
S2	118-316	118-316	119-042
S3	118-246	118-276	119-036
S4	118-176	118-206	119-016

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	119-107	118-207	0-220	0.6%	0-078	0.2%	76%	True	False	522,867
10	119-212	118-152	1-060	1.0%	0-101	0.3%	59%	False	False	713,227
20	120-240	118-152	2-088	1.9%	0-102	0.3%	31%	False	False	674,941
40	121-107	118-152	2-275	2.4%	0-107	0.3%	24%	False	False	600,172
60	121-107	118-152	2-275	2.4%	0-115	0.3%	24%	False	False	616,168
80	121-107	118-152	2-275	2.4%	0-112	0.3%	24%	False	False	463,916
100	121-107	118-010	3-097	2.8%	0-093	0.2%	35%	False	False	371,166
120	121-107	117-260	3-167	3.0%	0-077	0.2%	39%	False	False	309,340

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	120-084
2.618	119-290
1.618	119-220
1.000	119-177
0.618	119-150
HIGH	119-107
0.618	119-080
0.500	119-072
0.382	119-064
LOW	119-037
0.618	118-314
1.000	118-287
1.618	118-244
2.618	118-174
4.250	118-060

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	119-072	119-042
PP	119-066	119-029
S1	119-061	119-016

Download as Excel Spreadsheet

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

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