ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 23-Oct-2015

Day Change Summary
	Previous	Current
	22-Oct-2015	23-Oct-2015	Change	Change %	Previous Week
Open	120-107	120-005	-0-102	-0.3%	120-107
High	120-107	120-005	-0-102	-0.3%	120-110
Low	120-033	119-278	-0-075	-0.2%	119-278
Close	120-087	119-293	-0-115	-0.3%	119-293
Range	0-075	0-047	-0-027	-36.7%	0-153
ATR	0-078	0-082	0-004	4.7%	0-000
Volume	11,439	0	-11,439	-100.0%	19,652

Daily Pivots for day following 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-121	120-094	119-319
R3	120-073	120-047	119-306
R2	120-026	120-026	119-301
R1	119-319	119-319	119-297	119-309
PP	119-298	119-298	119-298	119-293
S1	119-272	119-272	119-288	119-261
S2	119-251	119-251	119-284
S3	119-203	119-224	119-279
S4	119-156	119-177	119-266

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-151	121-054	120-056
R3	120-318	120-222	120-014
R2	120-166	120-166	120-000
R1	120-069	120-069	119-306	120-041
PP	120-013	120-013	120-013	119-319
S1	119-237	119-237	119-279	119-209
S2	119-181	119-181	119-265
S3	119-028	119-084	119-251
S4	118-196	118-252	119-209

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-110	119-278	0-153	0.4%	0-052	0.1%	10%	False	True	3,930
10	120-227	119-278	0-270	0.7%	0-059	0.2%	6%	False	True	2,128
20	120-245	119-185	1-060	1.0%	0-057	0.1%	28%	False	False	1,067
40	120-245	118-158	2-087	1.9%	0-028	0.1%	63%	False	False	533
60	120-245	118-018	2-227	2.3%	0-019	0.0%	69%	False	False	355
80	120-245	118-018	2-227	2.3%	0-014	0.0%	69%	False	False	266
100	120-245	117-260	2-305	2.5%	0-011	0.0%	71%	False	False	213

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	0-006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-207
2.618	120-129
1.618	120-082
1.000	120-052
0.618	120-034
HIGH	120-005
0.618	119-307
0.500	119-301
0.382	119-296
LOW	119-278
0.618	119-248
1.000	119-230
1.618	119-201
2.618	119-153
4.250	119-076

Fisher Pivots for day following 23-Oct-2015
Pivot	1 day	3 day
R1	119-301	120-032
PP	119-298	120-013
S1	119-295	119-313

Download as Excel Spreadsheet

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

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