ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	118-085	118-107	0-022	0.1%	118-053
High	118-133	118-202	0-070	0.2%	118-202
Low	118-073	118-087	0-015	0.0%	117-302
Close	118-095	118-175	0-080	0.2%	118-175
Range	0-060	0-115	0-055	91.7%	0-220
ATR	0-095	0-096	0-001	1.5%	0-000
Volume	25,792	12,830	-12,962	-50.3%	56,605

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-180	119-133	118-238
R3	119-065	119-018	118-207
R2	118-270	118-270	118-196
R1	118-223	118-223	118-186	118-246
PP	118-155	118-155	118-155	118-167
S1	118-107	118-107	118-164	118-131
S2	118-040	118-040	118-154
S3	117-245	117-312	118-143
S4	117-130	117-197	118-112

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-140	120-058	118-296
R3	119-240	119-158	118-236
R2	119-020	119-020	118-215
R1	118-258	118-258	118-195	118-299
PP	118-120	118-120	118-120	118-141
S1	118-038	118-038	118-155	118-079
S2	117-220	117-220	118-135
S3	117-000	117-138	118-115
S4	116-100	116-238	118-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-202	117-302	0-220	0.6%	0-075	0.2%	88%	True	False	11,321
10	119-133	117-302	1-150	1.2%	0-102	0.3%	41%	False	False	5,660
20	120-110	117-302	2-128	2.0%	0-090	0.2%	25%	False	False	4,367
40	120-245	117-302	2-262	2.4%	0-067	0.2%	21%	False	False	2,225
60	120-245	117-302	2-262	2.4%	0-045	0.1%	21%	False	False	1,483
80	120-245	117-302	2-262	2.4%	0-033	0.1%	21%	False	False	1,112
100	120-245	117-302	2-262	2.4%	0-027	0.1%	21%	False	False	890

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	0-016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	120-051
2.618	119-184
1.618	119-069
1.000	118-318
0.618	118-274
HIGH	118-202
0.618	118-159
0.500	118-145
0.382	118-131
LOW	118-087
0.618	118-016
1.000	117-292
1.618	117-221
2.618	117-106
4.250	116-239

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	118-165	118-162
PP	118-155	118-148
S1	118-145	118-135

Download as Excel Spreadsheet

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

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