ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 30-Oct-2015

Day Change Summary
	Previous	Current
	29-Oct-2015	30-Oct-2015	Change	Change %	Previous Week
Open	119-218	119-107	-0-110	-0.3%	119-287
High	119-222	119-145	-0-078	-0.2%	120-095
Low	119-102	119-060	-0-042	-0.1%	119-060
Close	119-110	119-107	-0-003	0.0%	119-107
Range	0-120	0-085	-0-035	-29.2%	1-035
ATR	0-092	0-091	0-000	-0.5%	0-000
Volume

Daily Pivots for day following 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-039	119-318	119-154
R3	119-274	119-233	119-131
R2	119-189	119-189	119-123
R1	119-148	119-148	119-115	119-150
PP	119-104	119-104	119-104	119-105
S1	119-063	119-063	119-100	119-065
S2	119-019	119-019	119-092
S3	118-254	118-298	119-084
S4	118-169	118-213	119-061

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-299	122-078	119-303
R3	121-264	121-043	119-205
R2	120-229	120-229	119-173
R1	120-008	120-008	119-140	119-261
PP	119-194	119-194	119-194	119-161
S1	118-293	118-293	119-075	118-226
S2	118-159	118-159	119-042
S3	117-124	117-258	119-010
S4	116-089	116-223	118-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-095	119-060	1-035	0.9%	0-104	0.3%	13%	False	True	2,218
10	120-110	119-060	1-050	1.0%	0-078	0.2%	13%	False	True	3,074
20	120-227	119-060	1-167	1.3%	0-071	0.2%	10%	False	True	1,621
40	120-245	118-158	2-087	1.9%	0-041	0.1%	37%	False	False	810
60	120-245	118-060	2-185	2.2%	0-028	0.1%	45%	False	False	540
80	120-245	118-018	2-227	2.3%	0-021	0.1%	47%	False	False	405
100	120-245	118-007	2-238	2.3%	0-017	0.0%	48%	False	False	324

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	120-186
2.618	120-048
1.618	119-283
1.000	119-230
0.618	119-198
HIGH	119-145
0.618	119-113
0.500	119-102
0.382	119-092
LOW	119-060
0.618	119-007
1.000	118-295
1.618	118-242
2.618	118-157
4.250	118-019

Fisher Pivots for day following 30-Oct-2015
Pivot	1 day	3 day
R1	119-106	119-218
PP	119-104	119-181
S1	119-102	119-144

Download as Excel Spreadsheet

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

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