ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	118-280	119-065	0-105	0.3%	119-072
High	119-067	119-090	0-023	0.1%	119-187
Low	118-275	119-030	0-075	0.2%	118-212
Close	119-050	119-050	0-000	0.0%	118-307
Range	0-112	0-060	-0-052	-46.4%	0-295
ATR	0-105	0-102	-0-003	-3.1%	0-000
Volume	27,779	35,659	7,880	28.4%	434,163

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-237	119-203	119-083
R3	119-177	119-143	119-066
R2	119-117	119-117	119-061
R1	119-083	119-083	119-056	119-070
PP	119-057	119-057	119-057	119-050
S1	119-023	119-023	119-044	119-010
S2	118-317	118-317	119-039
S3	118-257	118-283	119-034
S4	118-197	118-223	119-017

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	119-165	118-212	0-273	0.7%	0-122	0.3%	58%	False	False	45,075
10	119-187	118-212	0-295	0.8%	0-103	0.3%	54%	False	False	360,540
20	119-187	118-207	0-300	0.8%	0-092	0.2%	54%	False	False	539,691
40	121-032	118-152	2-200	2.2%	0-099	0.3%	26%	False	False	601,216
60	121-107	118-152	2-275	2.4%	0-108	0.3%	24%	False	False	591,020
80	121-107	118-152	2-275	2.4%	0-111	0.3%	24%	False	False	565,503
100	121-107	118-070	3-037	2.6%	0-107	0.3%	30%	False	False	452,933
120	121-107	118-010	3-097	2.8%	0-089	0.2%	34%	False	False	377,476

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-025
2.618	119-247
1.618	119-187
1.000	119-150
0.618	119-127
HIGH	119-090
0.618	119-067
0.500	119-060
0.382	119-053
LOW	119-030
0.618	118-313
1.000	118-290
1.618	118-253
2.618	118-193
4.250	118-095

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	119-060	119-030
PP	119-057	119-011
S1	119-053	118-311

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

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