ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	118-187	118-150	-0-037	-0.1%	118-053
High	118-205	118-210	0-005	0.0%	118-202
Low	118-125	118-138	0-013	0.0%	117-302
Close	118-178	118-187	0-010	0.0%	118-175
Range	0-080	0-073	-0-007	-9.4%	0-220
ATR	0-095	0-093	-0-002	-1.7%	0-000
Volume	0	173,232	173,232		56,605

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-076	119-044	118-227
R3	119-003	118-292	118-207
R2	118-251	118-251	118-201
R1	118-219	118-219	118-194	118-235
PP	118-178	118-178	118-178	118-186
S1	118-147	118-147	118-181	118-162
S2	118-106	118-106	118-174
S3	118-033	118-074	118-168
S4	117-281	118-002	118-148

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	118-087	0-175	0.5%	0-086	0.2%	57%	False	False	46,161
10	118-262	117-302	0-280	0.7%	0-094	0.2%	73%	False	False	27,458
20	120-095	117-302	2-113	2.0%	0-095	0.3%	27%	False	False	14,283
40	120-245	117-302	2-262	2.4%	0-075	0.2%	23%	False	False	7,675
60	120-245	117-302	2-262	2.4%	0-050	0.1%	23%	False	False	5,116
80	120-245	117-302	2-262	2.4%	0-037	0.1%	23%	False	False	3,837
100	120-245	117-302	2-262	2.4%	0-030	0.1%	23%	False	False	3,070
120	120-245	117-260	2-305	2.5%	0-025	0.1%	26%	False	False	2,558

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-198
2.618	119-080
1.618	119-007
1.000	118-283
0.618	118-255
HIGH	118-210
0.618	118-182
0.500	118-174
0.382	118-165
LOW	118-138
0.618	118-093
1.000	118-065
1.618	118-020
2.618	117-268
4.250	117-149

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	118-183	118-181
PP	118-178	118-174
S1	118-174	118-168

Download as Excel Spreadsheet

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

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