ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	120-005	119-287	-0-038	-0.1%	120-107
High	120-005	120-018	0-013	0.0%	120-110
Low	119-278	119-280	0-002	0.0%	119-278
Close	119-293	120-000	0-027	0.1%	119-293
Range	0-047	0-058	0-010	21.1%	0-153
ATR	0-082	0-080	-0-002	-2.1%	0-000
Volume	0	4,821	4,821		19,652

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-165	120-140	120-032
R3	120-108	120-083	120-016
R2	120-050	120-050	120-011
R1	120-025	120-025	120-005	120-038
PP	119-313	119-313	119-313	119-319
S1	119-287	119-287	119-315	119-300
S2	119-255	119-255	119-309
S3	119-197	119-230	119-304
S4	119-140	119-172	119-288

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	120-107	119-278	0-150	0.4%	0-053	0.1%	28%	False	False	4,894
10	120-227	119-278	0-270	0.7%	0-064	0.2%	16%	False	False	2,610
20	120-245	119-278	0-287	0.7%	0-055	0.1%	15%	False	False	1,308
40	120-245	118-158	2-087	1.9%	0-030	0.1%	66%	False	False	654
60	120-245	118-018	2-227	2.3%	0-020	0.1%	72%	False	False	436
80	120-245	118-018	2-227	2.3%	0-015	0.0%	72%	False	False	327
100	120-245	117-260	2-305	2.5%	0-012	0.0%	74%	False	False	261

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	0-007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-262
2.618	120-168
1.618	120-111
1.000	120-075
0.618	120-053
HIGH	120-018
0.618	119-316
0.500	119-309
0.382	119-302
LOW	119-280
0.618	119-244
1.000	119-222
1.618	119-187
2.618	119-129
4.250	119-036

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	119-316	120-032
PP	119-313	120-022
S1	119-309	120-011

Download as Excel Spreadsheet

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

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