ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	118-220	119-072	0-172	0.5%	118-130
High	119-110	119-085	-0-025	-0.1%	119-110
Low	118-212	118-262	0-050	0.1%	118-105
Close	119-082	118-267	-0-135	-0.4%	119-082
Range	0-218	0-143	-0-075	-34.4%	1-005
ATR	0-111	0-114	0-002	2.0%	0-000
Volume	858,717	664,790	-193,927	-22.6%	3,086,240

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	120-100	120-007	119-026
R3	119-277	119-184	118-306
R2	119-134	119-134	118-293
R1	119-041	119-041	118-280	119-016
PP	118-311	118-311	118-311	118-299
S1	118-218	118-218	118-254	118-193
S2	118-168	118-168	118-241
S3	118-025	118-075	118-228
S4	117-202	117-252	118-188

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-007	121-210	119-261
R3	121-002	120-205	119-171
R2	119-317	119-317	119-142
R1	119-200	119-200	119-112	119-258
PP	118-312	118-312	118-312	119-022
S1	118-195	118-195	119-052	118-254
S2	117-307	117-307	119-022
S3	116-302	117-190	118-313
S4	115-297	116-185	118-223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-110	118-172	0-258	0.7%	0-128	0.3%	37%	False	False	646,647
10	119-110	118-035	1-075	1.0%	0-139	0.4%	59%	False	False	678,602
20	119-110	118-035	1-075	1.0%	0-108	0.3%	59%	False	False	569,584
40	120-110	117-302	2-128	2.0%	0-099	0.3%	37%	False	False	286,976
60	120-245	117-302	2-262	2.4%	0-080	0.2%	32%	False	False	191,345
80	120-245	117-302	2-262	2.4%	0-060	0.2%	32%	False	False	143,509
100	120-245	117-302	2-262	2.4%	0-048	0.1%	32%	False	False	114,807
120	120-245	117-302	2-262	2.4%	0-040	0.1%	32%	False	False	95,672

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-053
2.618	120-139
1.618	119-316
1.000	119-228
0.618	119-173
HIGH	119-085
0.618	119-030
0.500	119-014
0.382	118-317
LOW	118-262
0.618	118-174
1.000	118-119
1.618	118-031
2.618	117-208
4.250	116-294

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	119-014	119-001
PP	118-311	118-303
S1	118-289	118-285

Download as Excel Spreadsheet

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

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