ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	119-025	119-005	-0-020	-0.1%	119-090
High	119-060	119-045	-0-015	0.0%	119-107
Low	119-000	118-260	-0-060	-0.2%	118-285
Close	119-015	119-027	0-012	0.0%	119-015
Range	0-060	0-105	0-045	75.0%	0-142
ATR	0-097	0-098	0-001	0.6%	0-000
Volume	772,628	1,522,107	749,479	97.0%	3,701,912

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-319	119-278	119-085
R3	119-214	119-173	119-056
R2	119-109	119-109	119-046
R1	119-068	119-068	119-037	119-088
PP	119-004	119-004	119-004	119-014
S1	118-283	118-283	119-017	118-304
S2	118-219	118-219	119-008
S3	118-114	118-178	118-318
S4	118-009	118-073	118-289

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-135	120-057	119-093
R3	119-313	119-235	119-054
R2	119-171	119-171	119-041
R1	119-093	119-093	119-028	119-061
PP	119-029	119-029	119-029	119-013
S1	118-271	118-271	119-002	118-239
S2	118-207	118-207	118-309
S3	118-065	118-129	118-296
S4	117-243	117-307	118-257

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-065	118-260	0-125	0.3%	0-083	0.2%	70%	False	True	914,818
10	119-107	118-207	0-220	0.6%	0-081	0.2%	64%	False	False	718,842
20	120-222	118-152	2-070	1.9%	0-101	0.3%	27%	False	False	775,231
40	121-107	118-152	2-275	2.4%	0-103	0.3%	21%	False	False	646,905
60	121-107	118-152	2-275	2.4%	0-108	0.3%	21%	False	False	628,682
80	121-107	118-152	2-275	2.4%	0-113	0.3%	21%	False	False	521,064
100	121-107	118-070	3-037	2.6%	0-097	0.3%	28%	False	False	416,897
120	121-107	117-260	3-167	3.0%	0-081	0.2%	36%	False	False	347,449

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-171
2.618	120-000
1.618	119-215
1.000	119-150
0.618	119-110
HIGH	119-045
0.618	119-005
0.500	118-312
0.382	118-300
LOW	118-260
0.618	118-195
1.000	118-155
1.618	118-090
2.618	117-305
4.250	117-134

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	119-016	119-018
PP	119-004	119-009
S1	118-312	119-000

Download as Excel Spreadsheet

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

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