ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	118-110	118-167	0-057	0.2%	119-072
High	118-172	118-242	0-070	0.2%	119-085
Low	118-105	118-152	0-047	0.1%	118-050
Close	118-132	118-210	0-078	0.2%	118-210
Range	0-067	0-090	0-023	34.3%	1-035
ATR	0-115	0-115	0-000	-0.3%	0-000
Volume	612,799	413,787	-199,012	-32.5%	2,903,469

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-151	119-111	118-260
R3	119-061	119-021	118-235
R2	118-291	118-291	118-226
R1	118-251	118-251	118-218	118-271
PP	118-201	118-201	118-201	118-212
S1	118-161	118-161	118-202	118-181
S2	118-111	118-111	118-194
S3	118-021	118-071	118-185
S4	117-251	117-301	118-160

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-007	121-143	119-085
R3	120-292	120-108	118-308
R2	119-257	119-257	118-275
R1	119-073	119-073	118-243	118-308
PP	118-222	118-222	118-222	118-179
S1	118-038	118-038	118-177	117-272
S2	117-187	117-187	118-145
S3	116-152	117-003	118-112
S4	115-117	115-288	118-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-085	118-050	1-035	0.9%	0-120	0.3%	45%	False	False	580,693
10	119-110	118-050	1-060	1.0%	0-121	0.3%	42%	False	False	598,970
20	119-110	118-035	1-075	1.0%	0-115	0.3%	44%	False	False	670,619
40	120-095	117-302	2-113	2.0%	0-105	0.3%	30%	False	False	342,451
60	120-245	117-302	2-262	2.4%	0-088	0.2%	25%	False	False	228,656
80	120-245	117-302	2-262	2.4%	0-066	0.2%	25%	False	False	171,492
100	120-245	117-302	2-262	2.4%	0-053	0.1%	25%	False	False	137,194
120	120-245	117-302	2-262	2.4%	0-044	0.1%	25%	False	False	114,328

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	0-020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-304
2.618	119-158
1.618	119-068
1.000	119-012
0.618	118-298
HIGH	118-242
0.618	118-208
0.500	118-197
0.382	118-186
LOW	118-152
0.618	118-096
1.000	118-062
1.618	118-006
2.618	117-236
4.250	117-090

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	118-206	118-189
PP	118-201	118-167
S1	118-197	118-146

Download as Excel Spreadsheet

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

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