ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	119-215	119-097	-0-118	-0.3%	118-280
High	119-217	119-097	-0-120	-0.3%	119-252
Low	119-107	119-025	-0-082	-0.2%	118-275
Close	119-107	119-045	-0-062	-0.2%	119-232
Range	0-110	0-072	-0-038	-34.5%	0-297
ATR	0-108	0-106	-0-002	-1.7%	0-000
Volume	14,677	13,716	-961	-6.5%	122,154

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-272	119-230	119-085
R3	119-200	119-158	119-065
R2	119-128	119-128	119-058
R1	119-086	119-086	119-052	119-071
PP	119-056	119-056	119-056	119-048
S1	119-014	119-014	119-038	118-319
S2	118-304	118-304	119-032
S3	118-232	118-262	119-025
S4	118-160	118-190	119-005

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	119-025	0-227	0.6%	0-105	0.3%	9%	False	True	17,421
10	119-252	118-212	1-040	0.9%	0-113	0.3%	43%	False	False	31,248
20	119-252	118-212	1-040	0.9%	0-098	0.3%	43%	False	False	413,330
40	120-240	118-152	2-088	1.9%	0-100	0.3%	29%	False	False	544,135
60	121-107	118-152	2-275	2.4%	0-104	0.3%	23%	False	False	537,891
80	121-107	118-152	2-275	2.4%	0-111	0.3%	23%	False	False	565,458
100	121-107	118-152	2-275	2.4%	0-109	0.3%	23%	False	False	453,799
120	121-107	118-010	3-097	2.8%	0-094	0.2%	34%	False	False	378,193

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	0-017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-083
2.618	119-285
1.618	119-213
1.000	119-169
0.618	119-141
HIGH	119-097
0.618	119-069
0.500	119-061
0.382	119-053
LOW	119-025
0.618	118-301
1.000	118-273
1.618	118-229
2.618	118-157
4.250	118-039

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	119-061	119-138
PP	119-056	119-107
S1	119-050	119-076

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

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