ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	118-250	118-105	-0-145	-0.4%	118-232
High	118-257	118-182	-0-075	-0.2%	119-025
Low	118-037	118-035	-0-002	0.0%	118-035
Close	118-092	118-135	0-043	0.1%	118-135
Range	0-220	0-147	-0-073	-33.2%	0-310
ATR	0-102	0-105	0-003	3.2%	0-000
Volume	838,200	928,041	89,841	10.7%	3,626,740

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-238	119-174	118-216
R3	119-091	119-027	118-175
R2	118-264	118-264	118-162
R1	118-200	118-200	118-148	118-232
PP	118-117	118-117	118-117	118-134
S1	118-053	118-053	118-122	118-085
S2	117-290	117-290	118-108
S3	117-143	117-226	118-095
S4	116-316	117-079	118-054

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	121-142	120-288	118-306
R3	120-152	119-298	118-220
R2	119-162	119-162	118-192
R1	118-308	118-308	118-163	118-240
PP	118-172	118-172	118-172	118-138
S1	117-318	117-318	118-107	117-250
S2	117-182	117-182	118-078
S3	116-192	117-008	118-050
S4	115-202	116-018	117-284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-025	118-035	0-310	0.8%	0-142	0.4%	32%	False	True	725,348
10	119-025	118-035	0-310	0.8%	0-108	0.3%	32%	False	True	742,268
20	119-025	117-302	1-043	1.0%	0-101	0.3%	42%	False	False	384,863
40	120-227	117-302	2-245	2.3%	0-089	0.2%	17%	False	False	193,241
60	120-245	117-302	2-262	2.4%	0-068	0.2%	17%	False	False	128,828
80	120-245	117-302	2-262	2.4%	0-051	0.1%	17%	False	False	96,621
100	120-245	117-302	2-262	2.4%	0-041	0.1%	17%	False	False	77,297
120	120-245	117-302	2-262	2.4%	0-034	0.1%	17%	False	False	64,414

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-167
2.618	119-247
1.618	119-100
1.000	119-009
0.618	118-273
HIGH	118-182
0.618	118-126
0.500	118-108
0.382	118-091
LOW	118-035
0.618	117-264
1.000	117-208
1.618	117-117
2.618	116-290
4.250	116-050

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	118-126	118-180
PP	118-117	118-165
S1	118-108	118-150

Download as Excel Spreadsheet

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

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