ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	118-098	118-085	-0-013	0.0%	119-127
High	118-102	118-133	0-030	0.1%	119-133
Low	118-067	118-073	0-005	0.0%	117-313
Close	118-073	118-095	0-022	0.1%	118-053
Range	0-035	0-060	0-025	71.4%	1-140
ATR	0-097	0-095	-0-003	-2.7%	0-000
Volume	0	25,792	25,792		0

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-280	118-248	118-128
R3	118-220	118-188	118-112
R2	118-160	118-160	118-106
R1	118-128	118-128	118-101	118-144
PP	118-100	118-100	118-100	118-108
S1	118-068	118-068	118-090	118-084
S2	118-040	118-040	118-084
S3	117-300	118-008	118-079
S4	117-240	117-268	118-062

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-266	121-299	118-306
R3	121-126	120-159	118-179
R2	119-306	119-306	118-137
R1	119-019	119-019	118-095	118-253
PP	118-166	118-166	118-166	118-123
S1	117-199	117-199	118-010	117-113
S2	117-026	117-026	117-288
S3	115-206	116-059	117-246
S4	114-066	114-239	117-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-245	117-302	0-262	0.7%	0-102	0.3%	43%	False	False	8,755
10	119-145	117-302	1-162	1.3%	0-099	0.3%	23%	False	False	4,377
20	120-145	117-302	2-162	2.1%	0-087	0.2%	14%	False	False	3,725
40	120-245	117-302	2-262	2.4%	0-064	0.2%	12%	False	False	1,905
60	120-245	117-302	2-262	2.4%	0-043	0.1%	12%	False	False	1,270
80	120-245	117-302	2-262	2.4%	0-032	0.1%	12%	False	False	952
100	120-245	117-302	2-262	2.4%	0-026	0.1%	12%	False	False	762

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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-068
2.618	118-290
1.618	118-230
1.000	118-193
0.618	118-170
HIGH	118-133
0.618	118-110
0.500	118-103
0.382	118-095
LOW	118-073
0.618	118-035
1.000	118-013
1.618	117-295
2.618	117-235
4.250	117-138

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	118-103	118-091
PP	118-100	118-087
S1	118-098	118-083

Download as Excel Spreadsheet

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

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