ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	118-202	118-232	0-030	0.1%	118-232
High	118-252	118-312	0-060	0.2%	119-025
Low	118-172	118-192	0-020	0.1%	118-035
Close	118-207	118-292	0-085	0.2%	118-135
Range	0-080	0-120	0-040	50.0%	0-310
ATR	0-104	0-105	0-001	1.1%	0-000
Volume	564,448	677,676	113,228	20.1%	3,626,740

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-305	119-259	119-038
R3	119-185	119-139	119-005
R2	119-065	119-065	118-314
R1	119-019	119-019	118-303	119-042
PP	118-265	118-265	118-265	118-277
S1	118-219	118-219	118-281	118-242
S2	118-145	118-145	118-270
S3	118-025	118-099	118-259
S4	117-225	117-299	118-226

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	118-312	118-035	0-277	0.7%	0-137	0.4%	93%	True	False	705,231
10	119-025	118-035	0-310	0.8%	0-114	0.3%	83%	False	False	663,233
20	119-025	118-035	0-310	0.8%	0-096	0.3%	83%	False	False	471,960
40	120-227	117-302	2-245	2.3%	0-094	0.2%	35%	False	False	237,209
60	120-245	117-302	2-262	2.4%	0-073	0.2%	34%	False	False	158,160
80	120-245	117-302	2-262	2.4%	0-055	0.1%	34%	False	False	118,620
100	120-245	117-302	2-262	2.4%	0-044	0.1%	34%	False	False	94,896
120	120-245	117-302	2-262	2.4%	0-037	0.1%	34%	False	False	79,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-182
2.618	119-306
1.618	119-186
1.000	119-112
0.618	119-066
HIGH	118-312
0.618	118-266
0.500	118-252
0.382	118-238
LOW	118-192
0.618	118-118
1.000	118-072
1.618	117-318
2.618	117-198
4.250	117-002

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	118-279	118-264
PP	118-265	118-236
S1	118-252	118-208

Download as Excel Spreadsheet

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

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