ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	118-130	118-202	0-072	0.2%	118-232
High	118-222	118-252	0-030	0.1%	119-025
Low	118-105	118-172	0-067	0.2%	118-035
Close	118-202	118-207	0-005	0.0%	118-135
Range	0-117	0-080	-0-037	-31.6%	0-310
ATR	0-106	0-104	-0-002	-1.7%	0-000
Volume	517,791	564,448	46,657	9.0%	3,626,740

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-130	119-089	118-251
R3	119-050	119-009	118-229
R2	118-290	118-290	118-222
R1	118-249	118-249	118-214	118-270
PP	118-210	118-210	118-210	118-221
S1	118-169	118-169	118-200	118-190
S2	118-130	118-130	118-192
S3	118-050	118-089	118-185
S4	117-290	118-009	118-163

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	119-005	118-035	0-290	0.8%	0-134	0.4%	59%	False	False	689,356
10	119-025	118-035	0-310	0.8%	0-110	0.3%	55%	False	False	725,007
20	119-025	118-033	0-312	0.8%	0-095	0.2%	56%	False	False	438,975
40	120-227	117-302	2-245	2.3%	0-093	0.2%	25%	False	False	220,297
60	120-245	117-302	2-262	2.4%	0-071	0.2%	25%	False	False	146,865
80	120-245	117-302	2-262	2.4%	0-053	0.1%	25%	False	False	110,149
100	120-245	117-302	2-262	2.4%	0-043	0.1%	25%	False	False	88,119
120	120-245	117-302	2-262	2.4%	0-036	0.1%	25%	False	False	73,432

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-023
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-272
2.618	119-141
1.618	119-061
1.000	119-012
0.618	118-301
HIGH	118-252
0.618	118-221
0.500	118-212
0.382	118-203
LOW	118-172
0.618	118-123
1.000	118-092
1.618	118-043
2.618	117-283
4.250	117-152

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	118-212	118-186
PP	118-210	118-165
S1	118-209	118-144

Download as Excel Spreadsheet

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

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