ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Nov-2015

Day Change Summary
	Previous	Current
	03-Nov-2015	04-Nov-2015	Change	Change %	Previous Week
Open	119-035	119-000	-0-035	-0.1%	119-287
High	119-058	119-000	-0-058	-0.2%	120-095
Low	118-293	118-195	-0-098	-0.3%	119-060
Close	118-305	118-220	-0-085	-0.2%	119-107
Range	0-085	0-125	0-040	47.1%	1-035
ATR	0-091	0-094	0-002	2.6%	0-000
Volume

Daily Pivots for day following 04-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-300	119-225	118-289
R3	119-175	119-100	118-254
R2	119-050	119-050	118-243
R1	118-295	118-295	118-231	118-270
PP	118-245	118-245	118-245	118-233
S1	118-170	118-170	118-209	118-145
S2	118-120	118-120	118-197
S3	117-315	118-045	118-186
S4	117-190	117-240	118-151

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	119-222	118-195	1-027	0.9%	0-103	0.3%	7%	False	True
10	120-107	118-195	1-232	1.5%	0-095	0.3%	5%	False	True	2,252
20	120-227	118-195	2-032	1.8%	0-078	0.2%	4%	False	True	1,618
40	120-245	118-158	2-087	1.9%	0-049	0.1%	9%	False	False	810
60	120-245	118-113	2-132	2.0%	0-033	0.1%	14%	False	False	540
80	120-245	118-018	2-227	2.3%	0-025	0.1%	23%	False	False	405
100	120-245	118-007	2-238	2.3%	0-020	0.1%	24%	False	False	324

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-211
2.618	120-007
1.618	119-202
1.000	119-125
0.618	119-077
HIGH	119-000
0.618	118-272
0.500	118-258
0.382	118-243
LOW	118-195
0.618	118-118
1.000	118-070
1.618	117-313
2.618	117-188
4.250	116-304

Fisher Pivots for day following 04-Nov-2015
Pivot	1 day	3 day
R1	118-258	119-004
PP	118-245	118-289
S1	118-233	118-255

Download as Excel Spreadsheet

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

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