ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	119-080	119-215	0-135	0.4%	118-280
High	119-252	119-217	-0-035	-0.1%	119-252
Low	119-077	119-107	0-030	0.1%	118-275
Close	119-232	119-107	-0-125	-0.3%	119-232
Range	0-175	0-110	-0-065	-37.1%	0-297
ATR	0-107	0-108	0-001	1.2%	0-000
Volume	15,642	14,677	-965	-6.2%	122,154

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-154	120-080	119-168
R3	120-044	119-290	119-137
R2	119-254	119-254	119-127
R1	119-180	119-180	119-117	119-162
PP	119-144	119-144	119-144	119-134
S1	119-070	119-070	119-097	119-052
S2	119-034	119-034	119-087
S3	118-244	118-280	119-077
S4	118-134	118-170	119-046

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	119-030	0-222	0.6%	0-102	0.3%	35%	False	False	21,810
10	119-252	118-212	1-040	0.9%	0-122	0.3%	60%	False	False	39,146
20	119-252	118-212	1-040	0.9%	0-098	0.3%	60%	False	False	445,140
40	120-240	118-152	2-088	1.9%	0-100	0.3%	38%	False	False	554,324
60	121-107	118-152	2-275	2.4%	0-104	0.3%	30%	False	False	544,970
80	121-107	118-152	2-275	2.4%	0-111	0.3%	30%	False	False	565,759
100	121-107	118-152	2-275	2.4%	0-109	0.3%	30%	False	False	453,662
120	121-107	118-010	3-097	2.8%	0-093	0.2%	39%	False	False	378,081

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

Fibonacci Retracements and Extensions
4.250	121-044
2.618	120-185
1.618	120-075
1.000	120-007
0.618	119-285
HIGH	119-217
0.618	119-175
0.500	119-162
0.382	119-149
LOW	119-107
0.618	119-039
1.000	118-317
1.618	118-249
2.618	118-139
4.250	117-280

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	119-162	119-156
PP	119-144	119-140
S1	119-125	119-123

Download as Excel Spreadsheet

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

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