ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	119-037	119-057	0-020	0.1%	119-090
High	119-102	119-080	-0-022	-0.1%	119-107
Low	119-020	119-022	0-002	0.0%	118-285
Close	119-052	119-057	0-005	0.0%	119-015
Range	0-082	0-058	-0-024	-29.3%	0-142
ATR	0-097	0-094	-0-003	-2.9%	0-000
Volume	1,700,721	1,031,048	-669,673	-39.4%	3,701,912

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-227	119-200	119-089
R3	119-169	119-142	119-073
R2	119-111	119-111	119-068
R1	119-084	119-084	119-062	119-086
PP	119-053	119-053	119-053	119-054
S1	119-026	119-026	119-052	119-028
S2	118-315	118-315	119-046
S3	118-257	118-288	119-041
S4	118-199	118-230	119-025

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	119-102	118-260	0-162	0.4%	0-075	0.2%	72%	False	False	1,157,682
10	119-107	118-245	0-182	0.5%	0-080	0.2%	73%	False	False	916,588
20	120-035	118-152	1-203	1.4%	0-093	0.2%	43%	False	False	840,367
40	121-107	118-152	2-275	2.4%	0-101	0.3%	25%	False	False	680,714
60	121-107	118-152	2-275	2.4%	0-107	0.3%	25%	False	False	650,292
80	121-107	118-152	2-275	2.4%	0-111	0.3%	25%	False	False	555,145
100	121-107	118-070	3-037	2.6%	0-098	0.3%	31%	False	False	444,210
120	121-107	117-260	3-167	3.0%	0-082	0.2%	39%	False	False	370,210

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	120-006
2.618	119-232
1.618	119-174
1.000	119-138
0.618	119-116
HIGH	119-080
0.618	119-058
0.500	119-051
0.382	119-044
LOW	119-022
0.618	118-306
1.000	118-284
1.618	118-248
2.618	118-190
4.250	118-096

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	119-055	119-045
PP	119-053	119-033
S1	119-051	119-021

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

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