ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	118-150	118-180	0-030	0.1%	118-240
High	118-210	118-215	0-005	0.0%	118-262
Low	118-138	118-160	0-022	0.1%	118-118
Close	118-187	118-170	-0-017	0.0%	118-170
Range	0-073	0-055	-0-018	-24.2%	0-145
ATR	0-093	0-090	-0-003	-2.9%	0-000
Volume	173,232	252,551	79,319	45.8%	470,528

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-027	118-313	118-200
R3	118-292	118-258	118-185
R2	118-237	118-237	118-180
R1	118-203	118-203	118-175	118-192
PP	118-182	118-182	118-182	118-176
S1	118-148	118-148	118-165	118-138
S2	118-127	118-127	118-160
S3	118-072	118-093	118-155
S4	118-017	118-038	118-140

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-298	119-219	118-250
R3	119-153	119-074	118-210
R2	119-008	119-008	118-197
R1	118-249	118-249	118-183	118-216
PP	118-183	118-183	118-183	118-167
S1	118-104	118-104	118-157	118-071
S2	118-038	118-038	118-143
S3	117-213	117-279	118-130
S4	117-068	117-134	118-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-262	118-118	0-145	0.4%	0-074	0.2%	36%	False	False	94,105
10	118-262	117-302	0-280	0.7%	0-075	0.2%	67%	False	False	52,713
20	120-095	117-302	2-113	2.0%	0-095	0.3%	25%	False	False	26,911
40	120-245	117-302	2-262	2.4%	0-076	0.2%	21%	False	False	13,989
60	120-245	117-302	2-262	2.4%	0-051	0.1%	21%	False	False	9,326
80	120-245	117-302	2-262	2.4%	0-038	0.1%	21%	False	False	6,994
100	120-245	117-302	2-262	2.4%	0-030	0.1%	21%	False	False	5,595
120	120-245	117-260	2-305	2.5%	0-025	0.1%	24%	False	False	4,663

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	119-129
2.618	119-039
1.618	118-304
1.000	118-270
0.618	118-249
HIGH	118-215
0.618	118-194
0.500	118-188
0.382	118-181
LOW	118-160
0.618	118-126
1.000	118-105
1.618	118-071
2.618	118-016
4.250	117-246

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	118-188	118-170
PP	118-182	118-170
S1	118-176	118-170

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

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