ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	120-027	120-055	0-028	0.1%	120-107
High	120-095	120-055	-0-040	-0.1%	120-110
Low	120-015	119-195	-0-140	-0.4%	119-278
Close	120-073	119-205	-0-188	-0.5%	119-293
Range	0-080	0-180	0-100	125.0%	0-153
ATR	0-081	0-090	0-008	10.2%	0-000
Volume	6,269	0	-6,269	-100.0%	19,652

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-158	121-042	119-304
R3	120-298	120-182	119-254
R2	120-118	120-118	119-238
R1	120-002	120-002	119-221	119-290
PP	119-258	119-258	119-258	119-243
S1	119-142	119-142	119-188	119-110
S2	119-078	119-078	119-172
S3	118-218	118-282	119-155
S4	118-038	118-102	119-106

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	119-195	0-232	0.6%	0-088	0.2%	4%	False	True	4,505
10	120-220	119-195	1-025	0.9%	0-073	0.2%	3%	False	True	3,074
20	120-245	119-195	1-050	1.0%	0-067	0.2%	3%	False	True	1,621
40	120-245	118-158	2-087	1.9%	0-036	0.1%	51%	False	False	810
60	120-245	118-018	2-227	2.3%	0-024	0.1%	59%	False	False	540
80	120-245	118-018	2-227	2.3%	0-018	0.0%	59%	False	False	405
100	120-245	117-260	2-305	2.5%	0-015	0.0%	62%	False	False	324

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-006
Widest range in 108 trading days

Fibonacci Retracements and Extensions
4.250	122-180
2.618	121-206
1.618	121-026
1.000	120-235
0.618	120-166
HIGH	120-055
0.618	119-306
0.500	119-285
0.382	119-264
LOW	119-195
0.618	119-084
1.000	119-015
1.618	118-224
2.618	118-044
4.250	117-070

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	119-285	119-305
PP	119-258	119-272
S1	119-232	119-238

Download as Excel Spreadsheet

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

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