ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	118-167	118-205	0-038	0.1%	119-072
High	118-242	118-260	0-018	0.0%	119-085
Low	118-152	118-175	0-023	0.1%	118-050
Close	118-210	118-232	0-022	0.1%	118-210
Range	0-090	0-085	-0-005	-5.6%	1-035
ATR	0-115	0-112	-0-002	-1.8%	0-000
Volume	413,787	359,384	-54,403	-13.1%	2,903,469

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-157	119-120	118-279
R3	119-072	119-035	118-255
R2	118-307	118-307	118-248
R1	118-270	118-270	118-240	118-288
PP	118-222	118-222	118-222	118-232
S1	118-185	118-185	118-224	118-204
S2	118-137	118-137	118-216
S3	118-052	118-100	118-209
S4	117-287	118-015	118-185

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	118-302	118-050	0-252	0.7%	0-108	0.3%	72%	False	False	519,612
10	119-110	118-050	1-060	1.0%	0-118	0.3%	48%	False	False	583,130
20	119-110	118-035	1-075	1.0%	0-116	0.3%	50%	False	False	675,961
40	120-095	117-302	2-113	2.0%	0-106	0.3%	33%	False	False	351,436
60	120-245	117-302	2-262	2.4%	0-089	0.2%	28%	False	False	234,646
80	120-245	117-302	2-262	2.4%	0-067	0.2%	28%	False	False	175,984
100	120-245	117-302	2-262	2.4%	0-054	0.1%	28%	False	False	140,787
120	120-245	117-302	2-262	2.4%	0-045	0.1%	28%	False	False	117,323

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	0-021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-301
2.618	119-163
1.618	119-078
1.000	119-025
0.618	118-313
HIGH	118-260
0.618	118-228
0.500	118-218
0.382	118-207
LOW	118-175
0.618	118-122
1.000	118-090
1.618	118-037
2.618	117-272
4.250	117-134

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	118-227	118-216
PP	118-222	118-199
S1	118-218	118-182

Download as Excel Spreadsheet

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

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