ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	119-162	119-087	-0-075	-0.2%	119-005
High	119-165	119-092	-0-073	-0.2%	119-102
Low	119-062	118-212	-0-170	-0.4%	118-260
Close	119-095	118-267	-0-148	-0.4%	119-077
Range	0-103	0-200	0-097	94.2%	0-162
ATR	0-095	0-103	0-008	8.2%	0-000
Volume	50,071	40,878	-9,193	-18.4%	4,629,908

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-257	120-142	119-057
R3	120-057	119-262	119-002
R2	119-177	119-177	118-304
R1	119-062	119-062	118-285	119-020
PP	118-297	118-297	118-297	118-276
S1	118-182	118-182	118-249	118-140
S2	118-097	118-097	118-230
S3	117-217	117-302	118-212
S4	117-017	117-102	118-157

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	119-187	118-212	0-295	0.8%	0-116	0.3%	19%	False	True	147,841
10	119-187	118-212	0-295	0.8%	0-096	0.3%	19%	False	True	652,761
20	119-187	118-152	1-035	0.9%	0-097	0.3%	32%	False	False	679,832
40	121-032	118-152	2-200	2.2%	0-099	0.3%	14%	False	False	626,613
60	121-107	118-152	2-275	2.4%	0-107	0.3%	13%	False	False	610,454
80	121-107	118-152	2-275	2.4%	0-112	0.3%	13%	False	False	564,161
100	121-107	118-070	3-037	2.6%	0-104	0.3%	20%	False	False	451,589
120	121-107	118-010	3-097	2.8%	0-087	0.2%	24%	False	False	376,361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	121-302
2.618	120-296
1.618	120-096
1.000	119-292
0.618	119-216
HIGH	119-092
0.618	119-016
0.500	118-312
0.382	118-288
LOW	118-212
0.618	118-088
1.000	118-012
1.618	117-208
2.618	117-008
4.250	116-002

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	118-312	119-040
PP	118-297	119-009
S1	118-282	118-298

Download as Excel Spreadsheet

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

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