ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	119-057	119-045	-0-012	0.0%	119-005
High	119-080	119-097	0-017	0.0%	119-102
Low	119-022	119-045	0-023	0.1%	118-260
Close	119-057	119-077	0-020	0.1%	119-077
Range	0-058	0-052	-0-006	-10.3%	0-162
ATR	0-094	0-091	-0-003	-3.2%	0-000
Volume	1,031,048	376,032	-655,016	-63.5%	4,629,908

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-229	119-205	119-106
R3	119-177	119-153	119-091
R2	119-125	119-125	119-087
R1	119-101	119-101	119-082	119-113
PP	119-073	119-073	119-073	119-079
S1	119-049	119-049	119-072	119-061
S2	119-021	119-021	119-067
S3	118-289	118-317	119-063
S4	118-237	118-265	119-048

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-206	120-143	119-166
R3	120-044	119-301	119-122
R2	119-202	119-202	119-107
R1	119-139	119-139	119-092	119-170
PP	119-040	119-040	119-040	119-055
S1	118-297	118-297	119-062	119-008
S2	118-198	118-198	119-047
S3	118-036	118-135	119-032
S4	117-194	117-293	118-308

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%	0-071	0.2%	85%	False	False	1,080,507
10	119-107	118-255	0-172	0.5%	0-079	0.2%	83%	False	False	890,842
20	119-285	118-152	1-133	1.2%	0-090	0.2%	54%	False	False	814,030
40	121-107	118-152	2-275	2.4%	0-100	0.3%	27%	False	False	676,246
60	121-107	118-152	2-275	2.4%	0-106	0.3%	27%	False	False	645,970
80	121-107	118-152	2-275	2.4%	0-111	0.3%	27%	False	False	559,728
100	121-107	118-070	3-037	2.6%	0-099	0.3%	33%	False	False	447,968
120	121-107	117-260	3-167	3.0%	0-082	0.2%	41%	False	False	373,342

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	119-318
2.618	119-233
1.618	119-181
1.000	119-149
0.618	119-129
HIGH	119-097
0.618	119-077
0.500	119-071
0.382	119-065
LOW	119-045
0.618	119-013
1.000	118-313
1.618	118-281
2.618	118-229
4.250	118-144

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	119-075	119-072
PP	119-073	119-066
S1	119-071	119-061

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

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