ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	118-230	119-002	0-092	0.2%	118-157
High	119-025	119-005	-0-020	-0.1%	118-267
Low	118-182	118-220	0-038	0.1%	118-090
Close	119-000	118-252	-0-068	-0.2%	118-232
Range	0-163	0-105	-0-058	-35.6%	0-177
ATR	0-092	0-093	0-001	1.0%	0-000
Volume	670,449	598,301	-72,148	-10.8%	3,543,398

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-261	119-201	118-310
R3	119-156	119-096	118-281
R2	119-051	119-051	118-271
R1	118-311	118-311	118-262	118-288
PP	118-266	118-266	118-266	118-254
S1	118-206	118-206	118-242	118-184
S2	118-161	118-161	118-233
S3	118-056	118-101	118-223
S4	117-271	117-316	118-194

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%	0-092	0.2%	46%	False	False	621,235
10	119-025	118-090	0-255	0.7%	0-086	0.2%	64%	False	False	582,968
20	119-025	117-302	1-043	1.0%	0-093	0.2%	74%	False	False	296,551
40	120-227	117-302	2-245	2.3%	0-083	0.2%	30%	False	False	149,085
60	120-245	117-302	2-262	2.4%	0-062	0.2%	30%	False	False	99,391
80	120-245	117-302	2-262	2.4%	0-046	0.1%	30%	False	False	74,543
100	120-245	117-302	2-262	2.4%	0-037	0.1%	30%	False	False	59,634
120	120-245	117-302	2-262	2.4%	0-031	0.1%	30%	False	False	49,695

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

Fibonacci Retracements and Extensions
4.250	120-131
2.618	119-280
1.618	119-175
1.000	119-110
0.618	119-070
HIGH	119-005
0.618	118-285
0.500	118-272
0.382	118-260
LOW	118-220
0.618	118-155
1.000	118-115
1.618	118-050
2.618	117-265
4.250	117-094

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	118-272	118-258
PP	118-266	118-256
S1	118-259	118-254

Download as Excel Spreadsheet

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

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