ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	119-047	119-045	-0-002	0.0%	118-235
High	119-065	119-052	-0-013	0.0%	119-050
Low	118-285	118-292	0-007	0.0%	118-160
Close	119-047	119-025	-0-022	-0.1%	119-020
Range	0-100	0-080	-0-020	-20.0%	0-210
ATR	0-104	0-102	-0-002	-1.6%	0-000
Volume	781,763	735,687	-46,076	-5.9%	2,744,317

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-256	119-221	119-069
R3	119-176	119-141	119-047
R2	119-096	119-096	119-040
R1	119-061	119-061	119-032	119-038
PP	119-016	119-016	119-016	119-005
S1	118-301	118-301	119-018	118-278
S2	118-256	118-256	119-010
S3	118-176	118-221	119-003
S4	118-096	118-141	118-301

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	118-245	0-182	0.5%	0-085	0.2%	55%	False	False	675,495
10	119-107	118-152	0-275	0.7%	0-098	0.3%	70%	False	False	706,902
20	120-232	118-152	2-080	1.9%	0-102	0.3%	27%	False	False	701,416
40	121-107	118-152	2-275	2.4%	0-106	0.3%	21%	False	False	614,036
60	121-107	118-152	2-275	2.4%	0-112	0.3%	21%	False	False	633,955
80	121-107	118-152	2-275	2.4%	0-113	0.3%	21%	False	False	482,883
100	121-107	118-070	3-037	2.6%	0-095	0.2%	28%	False	False	386,336
120	121-107	117-260	3-167	3.0%	0-079	0.2%	36%	False	False	321,982

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-072
2.618	119-261
1.618	119-181
1.000	119-132
0.618	119-101
HIGH	119-052
0.618	119-021
0.500	119-012
0.382	119-003
LOW	118-292
0.618	118-243
1.000	118-212
1.618	118-163
2.618	118-083
4.250	117-272

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	119-021	119-036
PP	119-016	119-032
S1	119-012	119-029

Download as Excel Spreadsheet

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

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