ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	119-072	118-272	-0-120	-0.3%	118-130
High	119-085	118-302	-0-103	-0.3%	119-110
Low	118-262	118-170	-0-092	-0.2%	118-105
Close	118-267	118-200	-0-067	-0.2%	119-082
Range	0-143	0-132	-0-011	-7.7%	1-005
ATR	0-114	0-115	0-001	1.2%	0-000
Volume	664,790	519,178	-145,612	-21.9%	3,086,240

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-300	119-222	118-273
R3	119-168	119-090	118-236
R2	119-036	119-036	118-224
R1	118-278	118-278	118-212	118-251
PP	118-224	118-224	118-224	118-210
S1	118-146	118-146	118-188	118-119
S2	118-092	118-092	118-176
S3	117-280	118-014	118-164
S4	117-148	117-202	118-127

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	118-170	0-260	0.7%	0-138	0.4%	12%	False	True	637,593
10	119-110	118-035	1-075	1.0%	0-136	0.4%	42%	False	False	663,475
20	119-110	118-035	1-075	1.0%	0-111	0.3%	42%	False	False	593,306
40	120-107	117-302	2-125	2.0%	0-101	0.3%	28%	False	False	299,955
60	120-245	117-302	2-262	2.4%	0-083	0.2%	24%	False	False	199,998
80	120-245	117-302	2-262	2.4%	0-062	0.2%	24%	False	False	149,998
100	120-245	117-302	2-262	2.4%	0-050	0.1%	24%	False	False	119,999
120	120-245	117-302	2-262	2.4%	0-041	0.1%	24%	False	False	99,999

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	120-223
2.618	120-008
1.618	119-196
1.000	119-114
0.618	119-064
HIGH	118-302
0.618	118-252
0.500	118-236
0.382	118-220
LOW	118-170
0.618	118-088
1.000	118-038
1.618	117-276
2.618	117-144
4.250	116-249

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	118-236	118-300
PP	118-224	118-267
S1	118-212	118-233

Download as Excel Spreadsheet

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

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