ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	119-065	119-075	0-010	0.0%	119-072
High	119-090	119-142	0-052	0.1%	119-187
Low	119-030	119-037	0-007	0.0%	118-212
Close	119-050	119-130	0-080	0.2%	118-307
Range	0-060	0-105	0-045	75.0%	0-295
ATR	0-102	0-102	0-000	0.2%	0-000
Volume	35,659	31,916	-3,743	-10.5%	434,163

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-098	120-059	119-188
R3	119-313	119-274	119-159
R2	119-208	119-208	119-149
R1	119-169	119-169	119-140	119-188
PP	119-103	119-103	119-103	119-113
S1	119-064	119-064	119-120	119-084
S2	118-318	118-318	119-111
S3	118-213	118-279	119-101
S4	118-108	118-174	119-072

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	119-142	118-212	0-250	0.7%	0-122	0.3%	95%	True	False	41,444
10	119-187	118-212	0-295	0.8%	0-105	0.3%	81%	False	False	193,659
20	119-187	118-212	0-295	0.8%	0-092	0.2%	81%	False	False	510,376
40	121-032	118-152	2-200	2.2%	0-100	0.3%	35%	False	False	591,492
60	121-107	118-152	2-275	2.4%	0-106	0.3%	33%	False	False	579,794
80	121-107	118-152	2-275	2.4%	0-112	0.3%	33%	False	False	565,844
100	121-107	118-070	3-037	2.6%	0-107	0.3%	38%	False	False	453,249
120	121-107	118-010	3-097	2.8%	0-090	0.2%	42%	False	False	377,740

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-268
2.618	120-097
1.618	119-312
1.000	119-247
0.618	119-207
HIGH	119-142
0.618	119-102
0.500	119-090
0.382	119-077
LOW	119-037
0.618	118-292
1.000	118-252
1.618	118-187
2.618	118-082
4.250	117-231

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	119-116	119-103
PP	119-103	119-076
S1	119-090	119-048

Download as Excel Spreadsheet

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

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