ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	118-200	118-222	0-022	0.1%	118-240
High	118-267	118-237	-0-030	-0.1%	118-262
Low	118-185	118-182	-0-003	0.0%	118-118
Close	118-215	118-220	0-005	0.0%	118-170
Range	0-082	0-055	-0-027	-32.9%	0-145
ATR	0-092	0-089	-0-003	-2.9%	0-000
Volume	1,295,415	843,418	-451,997	-34.9%	470,528

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-058	119-034	118-250
R3	119-003	118-299	118-235
R2	118-268	118-268	118-230
R1	118-244	118-244	118-225	118-228
PP	118-213	118-213	118-213	118-205
S1	118-189	118-189	118-215	118-174
S2	118-158	118-158	118-210
S3	118-103	118-134	118-205
S4	118-048	118-079	118-190

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	118-267	118-090	0-177	0.5%	0-076	0.2%	73%	False	False	713,384
10	118-267	118-073	0-194	0.5%	0-080	0.2%	76%	False	False	365,028
20	119-222	117-302	1-240	1.5%	0-092	0.2%	42%	False	False	183,413
40	120-245	117-302	2-262	2.4%	0-080	0.2%	26%	False	False	92,517
60	120-245	117-302	2-262	2.4%	0-055	0.1%	26%	False	False	61,678
80	120-245	117-302	2-262	2.4%	0-041	0.1%	26%	False	False	46,258
100	120-245	117-302	2-262	2.4%	0-033	0.1%	26%	False	False	37,007
120	120-245	117-260	2-305	2.5%	0-027	0.1%	30%	False	False	30,839

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-151
2.618	119-061
1.618	119-006
1.000	118-292
0.618	118-271
HIGH	118-237
0.618	118-216
0.500	118-210
0.382	118-203
LOW	118-182
0.618	118-148
1.000	118-127
1.618	118-093
2.618	118-038
4.250	117-268

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	118-216	118-206
PP	118-213	118-192
S1	118-210	118-178

Download as Excel Spreadsheet

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

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