ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 11-Dec-2015

Day Change Summary
	Previous	Current
	10-Dec-2015	11-Dec-2015	Change	Change %	Previous Week
Open	119-097	119-080	-0-017	0.0%	118-280
High	119-122	119-252	0-130	0.3%	119-252
Low	119-060	119-077	0-017	0.0%	118-275
Close	119-060	119-232	0-172	0.5%	119-232
Range	0-062	0-175	0-113	182.3%	0-297
ATR	0-100	0-107	0-007	6.6%	0-000
Volume	11,158	15,642	4,484	40.2%	122,154

Daily Pivots for day following 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-072	121-007	120-008
R3	120-217	120-152	119-280
R2	120-042	120-042	119-264
R1	119-297	119-297	119-248	120-010
PP	119-187	119-187	119-187	119-203
S1	119-122	119-122	119-216	119-154
S2	119-012	119-012	119-200
S3	118-157	118-267	119-184
S4	117-302	118-092	119-136

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-077	121-292	120-075
R3	121-100	120-315	119-314
R2	120-123	120-123	119-286
R1	120-018	120-018	119-259	120-070
PP	119-146	119-146	119-146	119-173
S1	119-041	119-041	119-205	119-094
S2	118-169	118-169	119-178
S3	117-192	118-064	119-150
S4	116-215	117-087	119-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-252	118-275	0-297	0.8%	0-103	0.3%	93%	True	False	24,430
10	119-252	118-212	1-040	0.9%	0-118	0.3%	94%	True	False	55,631
20	119-252	118-212	1-040	0.9%	0-099	0.3%	94%	True	False	473,236
40	120-270	118-152	2-118	2.0%	0-099	0.3%	53%	False	False	562,147
60	121-107	118-152	2-275	2.4%	0-104	0.3%	44%	False	False	555,679
80	121-107	118-152	2-275	2.4%	0-111	0.3%	44%	False	False	565,966
100	121-107	118-152	2-275	2.4%	0-108	0.3%	44%	False	False	453,515
120	121-107	118-010	3-097	2.8%	0-092	0.2%	51%	False	False	377,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	122-036
2.618	121-070
1.618	120-215
1.000	120-107
0.618	120-040
HIGH	119-252
0.618	119-185
0.500	119-164
0.382	119-144
LOW	119-077
0.618	118-289
1.000	118-222
1.618	118-114
2.618	117-259
4.250	116-293

Fisher Pivots for day following 11-Dec-2015
Pivot	1 day	3 day
R1	119-210	119-203
PP	119-187	119-174
S1	119-164	119-144

Download as Excel Spreadsheet

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

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