ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	118-105	118-130	0-025	0.1%	118-232
High	118-182	118-222	0-040	0.1%	119-025
Low	118-035	118-105	0-070	0.2%	118-035
Close	118-135	118-202	0-067	0.2%	118-135
Range	0-147	0-117	-0-030	-20.4%	0-310
ATR	0-105	0-106	0-001	0.8%	0-000
Volume	928,041	517,791	-410,250	-44.2%	3,626,740

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-207	119-162	118-266
R3	119-090	119-045	118-234
R2	118-293	118-293	118-223
R1	118-248	118-248	118-213	118-270
PP	118-176	118-176	118-176	118-188
S1	118-131	118-131	118-191	118-154
S2	118-059	118-059	118-181
S3	117-262	118-014	118-170
S4	117-145	117-217	118-138

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%	0-150	0.4%	54%	False	False	710,556
10	119-025	118-035	0-310	0.8%	0-114	0.3%	54%	False	False	768,792
20	119-025	117-302	1-043	1.0%	0-094	0.2%	61%	False	False	410,753
40	120-227	117-302	2-245	2.3%	0-091	0.2%	25%	False	False	206,185
60	120-245	117-302	2-262	2.4%	0-070	0.2%	24%	False	False	137,458
80	120-245	117-302	2-262	2.4%	0-052	0.1%	24%	False	False	103,093
100	120-245	117-302	2-262	2.4%	0-042	0.1%	24%	False	False	82,474
120	120-245	117-302	2-262	2.4%	0-035	0.1%	24%	False	False	68,729

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 3 trading days

Fibonacci Retracements and Extensions
4.250	120-079
2.618	119-208
1.618	119-091
1.000	119-019
0.618	118-294
HIGH	118-222
0.618	118-177
0.500	118-164
0.382	118-150
LOW	118-105
0.618	118-033
1.000	117-308
1.618	117-236
2.618	117-119
4.250	116-248

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	118-189	118-183
PP	118-176	118-165
S1	118-164	118-146

Download as Excel Spreadsheet

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

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