ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	119-035	118-312	-0-043	-0.1%	118-280
High	119-035	119-015	-0-020	-0.1%	119-252
Low	118-265	118-295	0-030	0.1%	118-275
Close	118-292	118-300	0-008	0.0%	119-232
Range	0-090	0-040	-0-050	-55.6%	0-297
ATR	0-106	0-101	-0-004	-4.2%	0-000
Volume	8,231	1,017	-7,214	-87.6%	122,154

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-110	119-085	119-002
R3	119-070	119-045	118-311
R2	119-030	119-030	118-307
R1	119-005	119-005	118-304	118-318
PP	118-310	118-310	118-310	118-306
S1	118-285	118-285	118-296	118-278
S2	118-270	118-270	118-293
S3	118-230	118-245	118-289
S4	118-190	118-205	118-278

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%	0-097	0.3%	11%	False	False	10,656
10	119-252	118-212	1-040	0.9%	0-096	0.3%	24%	False	False	23,078
20	119-252	118-212	1-040	0.9%	0-096	0.3%	24%	False	False	337,920
40	120-232	118-152	2-080	1.9%	0-099	0.3%	21%	False	False	519,668
60	121-107	118-152	2-275	2.4%	0-102	0.3%	16%	False	False	521,997
80	121-107	118-152	2-275	2.4%	0-108	0.3%	16%	False	False	559,946
100	121-107	118-152	2-275	2.4%	0-110	0.3%	16%	False	False	453,891
120	121-107	118-070	3-037	2.6%	0-095	0.2%	23%	False	False	378,267

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 99 trading days

Fibonacci Retracements and Extensions
4.250	119-185
2.618	119-120
1.618	119-080
1.000	119-055
0.618	119-040
HIGH	119-015
0.618	119-000
0.500	118-315
0.382	118-310
LOW	118-295
0.618	118-270
1.000	118-255
1.618	118-230
2.618	118-190
4.250	118-125

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	118-315	119-021
PP	118-310	119-007
S1	118-305	118-314

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

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