ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	119-097	119-035	-0-062	-0.2%	118-280
High	119-097	119-035	-0-062	-0.2%	119-252
Low	119-025	118-265	-0-080	-0.2%	118-275
Close	119-045	118-292	-0-073	-0.2%	119-232
Range	0-072	0-090	0-018	25.0%	0-297
ATR	0-106	0-106	0-000	-0.4%	0-000
Volume	13,716	8,231	-5,485	-40.0%	122,154

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-254	119-203	119-022
R3	119-164	119-113	118-317
R2	119-074	119-074	118-308
R1	119-023	119-023	118-300	119-004
PP	118-304	118-304	118-304	118-294
S1	118-253	118-253	118-284	118-234
S2	118-214	118-214	118-276
S3	118-124	118-163	118-267
S4	118-034	118-073	118-242

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	118-265	0-307	0.8%	0-102	0.3%	9%	False	True	12,684
10	119-252	118-212	1-040	0.9%	0-112	0.3%	22%	False	False	27,064
20	119-252	118-212	1-040	0.9%	0-098	0.3%	22%	False	False	374,653
40	120-232	118-152	2-080	1.9%	0-100	0.3%	19%	False	False	530,589
60	121-107	118-152	2-275	2.4%	0-103	0.3%	15%	False	False	529,724
80	121-107	118-152	2-275	2.4%	0-109	0.3%	15%	False	False	564,095
100	121-107	118-152	2-275	2.4%	0-110	0.3%	15%	False	False	453,881
120	121-107	118-070	3-037	2.6%	0-094	0.2%	22%	False	False	378,260

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	0-016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-098
2.618	119-271
1.618	119-181
1.000	119-125
0.618	119-091
HIGH	119-035
0.618	119-001
0.500	118-310
0.382	118-299
LOW	118-265
0.618	118-209
1.000	118-175
1.618	118-119
2.618	118-029
4.250	117-202

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	118-310	119-081
PP	118-304	119-045
S1	118-298	119-008

Download as Excel Spreadsheet

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

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