ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	118-285	118-280	-0-005	0.0%	119-072
High	119-027	119-067	0-040	0.1%	119-187
Low	118-212	118-275	0-063	0.2%	118-212
Close	118-307	119-050	0-063	0.2%	118-307
Range	0-135	0-112	-0-023	-17.0%	0-295
ATR	0-105	0-105	0-001	0.5%	0-000
Volume	70,988	27,779	-43,209	-60.9%	434,163

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-040	119-317	119-112
R3	119-248	119-205	119-081
R2	119-136	119-136	119-071
R1	119-093	119-093	119-060	119-114
PP	119-024	119-024	119-024	119-035
S1	118-301	118-301	119-040	119-002
S2	118-232	118-232	119-029
S3	118-120	118-189	119-019
S4	118-008	118-077	118-308

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-267	121-102	119-149
R3	120-292	120-127	119-068
R2	119-317	119-317	119-041
R1	119-152	119-152	119-014	119-087
PP	119-022	119-022	119-022	118-310
S1	118-177	118-177	118-280	118-112
S2	118-047	118-047	118-253
S3	117-072	117-202	118-226
S4	116-097	116-227	118-145

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%	0-141	0.4%	54%	False	False	56,482
10	119-187	118-212	0-295	0.8%	0-107	0.3%	54%	False	False	509,185
20	119-187	118-160	1-027	0.9%	0-093	0.2%	61%	False	False	576,903
40	121-032	118-152	2-200	2.2%	0-099	0.3%	26%	False	False	602,260
60	121-107	118-152	2-275	2.4%	0-108	0.3%	24%	False	False	596,387
80	121-107	118-152	2-275	2.4%	0-111	0.3%	24%	False	False	565,098
100	121-107	118-070	3-037	2.6%	0-106	0.3%	30%	False	False	452,576
120	121-107	118-010	3-097	2.8%	0-089	0.2%	34%	False	False	377,181

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-022
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-223
2.618	120-040
1.618	119-248
1.000	119-179
0.618	119-136
HIGH	119-067
0.618	119-024
0.500	119-011
0.382	118-318
LOW	118-275
0.618	118-206
1.000	118-163
1.618	118-094
2.618	117-302
4.250	117-119

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	119-037	119-031
PP	119-024	119-011
S1	119-011	118-312

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

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