ECBOT 5 Year T-Note Future March 2016

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

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	120-140	120-105	-0-035	-0.1%	120-038
High	120-220	120-145	-0-075	-0.2%	120-227
Low	120-120	120-087	-0-033	-0.1%	120-030
Close	120-122	120-102	-0-020	-0.1%	120-102
Range	0-100	0-058	-0-042	-42.5%	0-197
ATR	0-082	0-080	-0-002	-2.1%	0-000
Volume

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-284	120-251	120-134
R3	120-227	120-193	120-118
R2	120-169	120-169	120-113
R1	120-136	120-136	120-108	120-124
PP	120-112	120-112	120-112	120-106
S1	120-078	120-078	120-097	120-066
S2	120-054	120-054	120-092
S3	119-317	120-021	120-087
S4	119-259	119-283	120-071

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-072	121-285	120-211
R3	121-195	121-087	120-157
R2	120-317	120-317	120-139
R1	120-210	120-210	120-121	120-264
PP	120-120	120-120	120-120	120-147
S1	120-013	120-013	120-084	120-066
S2	119-243	119-243	120-066
S3	119-045	119-135	120-048
S4	118-168	118-258	119-314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-227	120-030	0-197	0.5%	0-066	0.2%	37%	False	False	326
10	120-227	119-282	0-265	0.7%	0-063	0.2%	53%	False	False	168
20	120-245	119-030	1-215	1.4%	0-044	0.1%	73%	False	False	84
40	120-245	118-158	2-087	1.9%	0-022	0.1%	80%	False	False	42
60	120-245	118-018	2-227	2.3%	0-015	0.0%	84%	False	False	28
80	120-245	118-007	2-238	2.3%	0-011	0.0%	84%	False	False	21

Crabel Price Patterns
NR	True
NR4	True
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	0-011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-069
2.618	120-296
1.618	120-238
1.000	120-202
0.618	120-181
HIGH	120-145
0.618	120-123
0.500	120-116
0.382	120-109
LOW	120-087
0.618	120-052
1.000	120-030
1.618	119-314
2.618	119-257
4.250	119-163

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	120-116	120-157
PP	120-112	120-139
S1	120-107	120-121

Download as Excel Spreadsheet

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

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