ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	118-180	118-157	-0-023	-0.1%	118-240
High	118-215	118-207	-0-008	0.0%	118-262
Low	118-160	118-090	-0-070	-0.2%	118-118
Close	118-170	118-192	0-022	0.1%	118-170
Range	0-055	0-117	0-062	112.7%	0-145
ATR	0-090	0-092	0-002	2.1%	0-000
Volume	252,551	1,002,305	749,754	296.9%	470,528

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-194	119-150	118-256
R3	119-077	119-033	118-224
R2	118-280	118-280	118-213
R1	118-236	118-236	118-203	118-258
PP	118-163	118-163	118-163	118-174
S1	118-119	118-119	118-181	118-141
S2	118-046	118-046	118-171
S3	117-249	118-002	118-160
S4	117-132	117-205	118-128

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	118-218	118-090	0-128	0.3%	0-085	0.2%	80%	False	True	285,617
10	118-262	118-033	0-230	0.6%	0-079	0.2%	69%	False	False	152,943
20	120-095	117-302	2-113	2.0%	0-098	0.3%	28%	False	False	76,785
40	120-245	117-302	2-262	2.4%	0-077	0.2%	23%	False	False	39,046
60	120-245	117-302	2-262	2.4%	0-053	0.1%	23%	False	False	26,031
80	120-245	117-302	2-262	2.4%	0-040	0.1%	23%	False	False	19,523
100	120-245	117-302	2-262	2.4%	0-032	0.1%	23%	False	False	15,618
120	120-245	117-260	2-305	2.5%	0-026	0.1%	27%	False	False	13,015

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	120-064
2.618	119-193
1.618	119-076
1.000	119-004
0.618	118-279
HIGH	118-207
0.618	118-162
0.500	118-148
0.382	118-135
LOW	118-090
0.618	118-018
1.000	117-293
1.618	117-221
2.618	117-104
4.250	116-233

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	118-178	118-179
PP	118-163	118-166
S1	118-148	118-152

Download as Excel Spreadsheet

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

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