ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	118-232	118-272	0-040	0.1%	118-232
High	118-312	118-295	-0-017	0.0%	119-025
Low	118-192	118-217	0-025	0.1%	118-035
Close	118-292	118-220	-0-072	-0.2%	118-135
Range	0-120	0-078	-0-042	-35.0%	0-310
ATR	0-105	0-103	-0-002	-1.8%	0-000
Volume	677,676	467,608	-210,068	-31.0%	3,626,740

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-158	119-107	118-263
R3	119-080	119-029	118-241
R2	119-002	119-002	118-234
R1	118-271	118-271	118-227	118-258
PP	118-244	118-244	118-244	118-237
S1	118-193	118-193	118-213	118-180
S2	118-166	118-166	118-206
S3	118-088	118-115	118-199
S4	118-010	118-037	118-177

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%	0-108	0.3%	67%	False	False	631,112
10	119-025	118-035	0-310	0.8%	0-116	0.3%	60%	False	False	625,652
20	119-025	118-035	0-310	0.8%	0-098	0.3%	60%	False	False	495,340
40	120-220	117-302	2-238	2.3%	0-094	0.2%	27%	False	False	248,888
60	120-245	117-302	2-262	2.4%	0-074	0.2%	26%	False	False	165,953
80	120-245	117-302	2-262	2.4%	0-056	0.1%	26%	False	False	124,465
100	120-245	117-302	2-262	2.4%	0-045	0.1%	26%	False	False	99,572
120	120-245	117-302	2-262	2.4%	0-037	0.1%	26%	False	False	82,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-306
2.618	119-179
1.618	119-101
1.000	119-053
0.618	119-023
HIGH	118-295
0.618	118-265
0.500	118-256
0.382	118-247
LOW	118-217
0.618	118-169
1.000	118-139
1.618	118-091
2.618	118-013
4.250	117-206

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	118-256	118-242
PP	118-244	118-235
S1	118-232	118-227

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

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