ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 16-Nov-2015

Day Change Summary
	Previous	Current
	13-Nov-2015	16-Nov-2015	Change	Change %	Previous Week
Open	118-107	118-240	0-133	0.3%	118-053
High	118-202	118-262	0-060	0.2%	118-202
Low	118-087	118-200	0-113	0.3%	117-302
Close	118-175	118-213	0-038	0.1%	118-175
Range	0-115	0-062	-0-053	-45.7%	0-220
ATR	0-096	0-096	-0-001	-0.6%	0-000
Volume	12,830	44,745	31,915	248.8%	56,605

Daily Pivots for day following 16-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-092	119-055	118-247
R3	119-030	118-313	118-230
R2	118-287	118-287	118-224
R1	118-250	118-250	118-218	118-238
PP	118-225	118-225	118-225	118-219
S1	118-188	118-188	118-207	118-175
S2	118-163	118-163	118-201
S3	118-100	118-125	118-195
S4	118-038	118-063	118-178

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	118-262	118-033	0-230	0.6%	0-072	0.2%	78%	True	False	20,270
10	119-058	117-302	1-075	1.0%	0-098	0.3%	58%	False	False	10,135
20	120-107	117-302	2-125	2.0%	0-091	0.2%	30%	False	False	6,604
40	120-245	117-302	2-262	2.4%	0-068	0.2%	25%	False	False	3,344
60	120-245	117-302	2-262	2.4%	0-046	0.1%	25%	False	False	2,229
80	120-245	117-302	2-262	2.4%	0-034	0.1%	25%	False	False	1,672
100	120-245	117-302	2-262	2.4%	0-027	0.1%	25%	False	False	1,337
120	120-245	117-260	2-305	2.5%	0-023	0.1%	29%	False	False	1,114

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	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-208
2.618	119-106
1.618	119-044
1.000	119-005
0.618	118-301
HIGH	118-262
0.618	118-239
0.500	118-231
0.382	118-224
LOW	118-200
0.618	118-161
1.000	118-138
1.618	118-099
2.618	118-036
4.250	117-254

Fisher Pivots for day following 16-Nov-2015
Pivot	1 day	3 day
R1	118-231	118-198
PP	118-225	118-183
S1	118-219	118-168

Download as Excel Spreadsheet

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

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