ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Day Change Summary
	Previous	Current
	30-Nov-2015	01-Dec-2015	Change	Change %	Previous Week
Open	118-232	118-230	-0-002	0.0%	118-157
High	118-245	119-025	0-100	0.3%	118-267
Low	118-172	118-182	0-010	0.0%	118-090
Close	118-217	119-000	0-103	0.3%	118-232
Range	0-073	0-163	0-090	123.3%	0-177
ATR	0-086	0-092	0-005	6.4%	0-000
Volume	591,749	670,449	78,700	13.3%	3,543,398

Daily Pivots for day following 01-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-131	120-069	119-090
R3	119-288	119-226	119-045
R2	119-125	119-125	119-030
R1	119-063	119-063	119-015	119-094
PP	118-282	118-282	118-282	118-298
S1	118-220	118-220	118-305	118-251
S2	118-119	118-119	118-290
S3	117-276	118-057	118-275
S4	117-113	117-214	118-230

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	119-025	118-172	0-173	0.5%	0-087	0.2%	86%	True	False	760,658
10	119-025	118-090	0-255	0.7%	0-086	0.2%	90%	True	False	523,137
20	119-058	117-302	1-075	1.0%	0-092	0.2%	85%	False	False	266,636
40	120-227	117-302	2-245	2.3%	0-082	0.2%	38%	False	False	134,128
60	120-245	117-302	2-262	2.4%	0-060	0.2%	37%	False	False	89,419
80	120-245	117-302	2-262	2.4%	0-045	0.1%	37%	False	False	67,064
100	120-245	117-302	2-262	2.4%	0-036	0.1%	37%	False	False	53,651
120	120-245	117-302	2-262	2.4%	0-030	0.1%	37%	False	False	44,709

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	0-022
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	121-078
2.618	120-132
1.618	119-289
1.000	119-188
0.618	119-126
HIGH	119-025
0.618	118-283
0.500	118-264
0.382	118-244
LOW	118-182
0.618	118-081
1.000	118-019
1.618	117-238
2.618	117-075
4.250	116-129

Fisher Pivots for day following 01-Dec-2015
Pivot	1 day	3 day
R1	118-301	118-300
PP	118-282	118-279
S1	118-264	118-258

Download as Excel Spreadsheet

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

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