ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	118-272	118-202	-0-070	-0.2%	118-130
High	118-302	118-217	-0-085	-0.2%	119-110
Low	118-170	118-050	-0-120	-0.3%	118-105
Close	118-200	118-122	-0-078	-0.2%	119-082
Range	0-132	0-167	0-035	26.5%	1-005
ATR	0-115	0-119	0-004	3.2%	0-000
Volume	519,178	692,915	173,737	33.5%	3,086,240

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-311	119-223	118-214
R3	119-144	119-056	118-168
R2	118-297	118-297	118-153
R1	118-209	118-209	118-137	118-170
PP	118-130	118-130	118-130	118-110
S1	118-042	118-042	118-107	118-002
S2	117-283	117-283	118-091
S3	117-116	117-195	118-076
S4	116-269	117-028	118-030

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	118-050	1-060	1.0%	0-148	0.4%	19%	False	True	640,641
10	119-110	118-035	1-075	1.0%	0-142	0.4%	22%	False	False	672,936
20	119-110	118-035	1-075	1.0%	0-114	0.3%	22%	False	False	627,952
40	120-107	117-302	2-125	2.0%	0-105	0.3%	18%	False	False	317,278
60	120-245	117-302	2-262	2.4%	0-085	0.2%	15%	False	False	211,547
80	120-245	117-302	2-262	2.4%	0-064	0.2%	15%	False	False	158,660
100	120-245	117-302	2-262	2.4%	0-051	0.1%	15%	False	False	126,928
120	120-245	117-302	2-262	2.4%	0-043	0.1%	15%	False	False	105,773

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	120-287
2.618	120-014
1.618	119-167
1.000	119-064
0.618	119-000
HIGH	118-217
0.618	118-153
0.500	118-134
0.382	118-114
LOW	118-050
0.618	117-267
1.000	117-203
1.618	117-100
2.618	116-253
4.250	115-300

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	118-134	118-228
PP	118-130	118-192
S1	118-126	118-157

Download as Excel Spreadsheet

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

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