ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	119-045	119-072	0-027	0.1%	119-005
High	119-097	119-090	-0-007	0.0%	119-102
Low	119-045	119-020	-0-025	-0.1%	118-260
Close	119-077	119-067	-0-010	0.0%	119-077
Range	0-052	0-070	0-018	34.6%	0-162
ATR	0-091	0-089	-0-001	-1.6%	0-000
Volume	376,032	179,532	-196,500	-52.3%	4,629,908

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-269	119-238	119-106
R3	119-199	119-168	119-086
R2	119-129	119-129	119-080
R1	119-098	119-098	119-073	119-078
PP	119-059	119-059	119-059	119-049
S1	119-028	119-028	119-061	119-008
S2	118-309	118-309	119-054
S3	118-239	118-278	119-048
S4	118-169	118-208	119-028

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%	0-073	0.2%	78%	False	False	961,888
10	119-107	118-260	0-167	0.4%	0-075	0.2%	76%	False	False	851,135
20	119-275	118-152	1-123	1.2%	0-089	0.2%	53%	False	False	777,116
40	121-032	118-152	2-200	2.2%	0-094	0.2%	28%	False	False	655,693
60	121-107	118-152	2-275	2.4%	0-106	0.3%	26%	False	False	638,936
80	121-107	118-152	2-275	2.4%	0-111	0.3%	26%	False	False	561,938
100	121-107	118-070	3-037	2.6%	0-100	0.3%	32%	False	False	449,761
120	121-107	118-010	3-097	2.8%	0-083	0.2%	36%	False	False	374,836

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-068
2.618	119-273
1.618	119-203
1.000	119-160
0.618	119-133
HIGH	119-090
0.618	119-063
0.500	119-055
0.382	119-047
LOW	119-020
0.618	118-297
1.000	118-270
1.618	118-227
2.618	118-157
4.250	118-042

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	119-063	119-064
PP	119-059	119-061
S1	119-055	119-058

Download as Excel Spreadsheet

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

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