ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	118-222	118-200	-0-022	-0.1%	118-157
High	118-237	118-257	0-020	0.1%	118-267
Low	118-182	118-195	0-013	0.0%	118-090
Close	118-220	118-232	0-012	0.0%	118-232
Range	0-055	0-062	0-007	12.7%	0-177
ATR	0-089	0-087	-0-002	-2.2%	0-000
Volume	843,418	402,260	-441,158	-52.3%	3,543,398

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-094	119-065	118-266
R3	119-032	119-003	118-249
R2	118-290	118-290	118-243
R1	118-261	118-261	118-238	118-276
PP	118-228	118-228	118-228	118-235
S1	118-199	118-199	118-226	118-214
S2	118-166	118-166	118-221
S3	118-104	118-137	118-215
S4	118-042	118-075	118-198

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-087	120-017	119-009
R3	119-230	119-160	118-281
R2	119-053	119-053	118-264
R1	118-303	118-303	118-248	119-018
PP	118-196	118-196	118-196	118-214
S1	118-126	118-126	118-216	118-161
S2	118-019	118-019	118-200
S3	117-162	117-269	118-183
S4	116-305	117-092	118-135

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%	0-074	0.2%	80%	False	False	759,189
10	118-267	118-087	0-180	0.5%	0-080	0.2%	81%	False	False	402,675
20	119-145	117-302	1-162	1.3%	0-089	0.2%	52%	False	False	203,526
40	120-245	117-302	2-262	2.4%	0-080	0.2%	28%	False	False	102,574
60	120-245	117-302	2-262	2.4%	0-056	0.1%	28%	False	False	68,382
80	120-245	117-302	2-262	2.4%	0-042	0.1%	28%	False	False	51,287
100	120-245	117-302	2-262	2.4%	0-034	0.1%	28%	False	False	41,029
120	120-245	117-260	2-305	2.5%	0-028	0.1%	31%	False	False	34,191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-200
2.618	119-099
1.618	119-037
1.000	118-319
0.618	118-295
HIGH	118-257
0.618	118-233
0.500	118-226
0.382	118-219
LOW	118-195
0.618	118-157
1.000	118-133
1.618	118-095
2.618	118-033
4.250	117-252

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	118-230	118-230
PP	118-228	118-227
S1	118-226	118-224

Download as Excel Spreadsheet

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

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