ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	119-090	119-047	-0-043	-0.1%	118-235
High	119-107	119-065	-0-042	-0.1%	119-050
Low	119-037	118-285	-0-072	-0.2%	118-160
Close	119-055	119-047	-0-008	0.0%	119-020
Range	0-070	0-100	0-030	42.9%	0-210
ATR	0-104	0-104	0-000	-0.3%	0-000
Volume	649,927	781,763	131,836	20.3%	2,744,317

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-006	119-286	119-102
R3	119-226	119-186	119-074
R2	119-126	119-126	119-065
R1	119-086	119-086	119-056	119-097
PP	119-026	119-026	119-026	119-031
S1	118-306	118-306	119-038	118-317
S2	118-246	118-246	119-029
S3	118-146	118-206	119-020
S4	118-046	118-106	118-312

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	118-240	0-187	0.5%	0-079	0.2%	68%	False	False	555,576
10	119-155	118-152	1-003	0.8%	0-102	0.3%	67%	False	False	729,764
20	120-232	118-152	2-080	1.9%	0-102	0.3%	30%	False	False	686,525
40	121-107	118-152	2-275	2.4%	0-106	0.3%	23%	False	False	607,260
60	121-107	118-152	2-275	2.4%	0-113	0.3%	23%	False	False	627,243
80	121-107	118-152	2-275	2.4%	0-113	0.3%	23%	False	False	473,688
100	121-107	118-070	3-037	2.6%	0-094	0.2%	30%	False	False	378,982
120	121-107	117-260	3-167	3.0%	0-078	0.2%	38%	False	False	315,853

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	0-014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-170
2.618	120-007
1.618	119-227
1.000	119-165
0.618	119-127
HIGH	119-065
0.618	119-027
0.500	119-015
0.382	119-003
LOW	118-285
0.618	118-223
1.000	118-185
1.618	118-123
2.618	118-023
4.250	117-180

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	119-036	119-038
PP	119-026	119-030
S1	119-015	119-021

Download as Excel Spreadsheet

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

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