ECBOT 5 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	118-312	119-040	0-048	0.1%	119-215
High	119-015	119-082	0-067	0.2%	119-217
Low	118-295	119-040	0-065	0.2%	118-265
Close	118-300	119-055	0-075	0.2%	119-055
Range	0-040	0-042	0-002	5.0%	0-272
ATR	0-101	0-101	0-000	0.1%	0-000
Volume	1,017	3,367	2,350	231.1%	41,008

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-185	119-162	119-078
R3	119-143	119-120	119-067
R2	119-101	119-101	119-063
R1	119-078	119-078	119-059	119-090
PP	119-059	119-059	119-059	119-065
S1	119-036	119-036	119-051	119-048
S2	119-017	119-017	119-047
S3	118-295	118-314	119-043
S4	118-253	118-272	119-032

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-248	121-104	119-205
R3	120-296	120-152	119-130
R2	120-024	120-024	119-105
R1	119-200	119-200	119-080	119-136
PP	119-072	119-072	119-072	119-040
S1	118-248	118-248	119-030	118-184
S2	118-120	118-120	119-005
S3	117-168	117-296	118-300
S4	116-216	117-024	118-225

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-217	118-265	0-272	0.7%	0-071	0.2%	40%	False	False	8,201
10	119-252	118-265	0-307	0.8%	0-087	0.2%	36%	False	False	16,316
20	119-252	118-212	1-040	0.9%	0-094	0.2%	45%	False	False	299,993
40	120-222	118-152	2-070	1.9%	0-098	0.3%	31%	False	False	505,502
60	121-107	118-152	2-275	2.4%	0-101	0.3%	24%	False	False	511,974
80	121-107	118-152	2-275	2.4%	0-106	0.3%	24%	False	False	543,526
100	121-107	118-152	2-275	2.4%	0-110	0.3%	24%	False	False	453,921
120	121-107	118-070	3-037	2.6%	0-095	0.2%	31%	False	False	378,293

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	0-012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-260
2.618	119-192
1.618	119-150
1.000	119-124
0.618	119-108
HIGH	119-082
0.618	119-066
0.500	119-061
0.382	119-056
LOW	119-040
0.618	119-014
1.000	118-318
1.618	118-292
2.618	118-250
4.250	118-182

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	119-061	119-041
PP	119-059	119-027
S1	119-057	119-014

Download as Excel Spreadsheet

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

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