ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	118-205	118-222	0-017	0.0%	119-072
High	118-260	118-247	-0-013	0.0%	119-085
Low	118-175	118-160	-0-015	0.0%	118-050
Close	118-232	118-162	-0-070	-0.2%	118-210
Range	0-085	0-087	0-002	2.4%	1-035
ATR	0-112	0-111	-0-002	-1.6%	0-000
Volume	359,384	324,259	-35,125	-9.8%	2,903,469

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-131	119-073	118-210
R3	119-044	118-306	118-186
R2	118-277	118-277	118-178
R1	118-219	118-219	118-170	118-204
PP	118-190	118-190	118-190	118-182
S1	118-132	118-132	118-154	118-118
S2	118-103	118-103	118-146
S3	118-016	118-045	118-138
S4	117-249	117-278	118-114

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	118-260	118-050	0-210	0.6%	0-099	0.3%	53%	False	False	480,628
10	119-110	118-050	1-060	1.0%	0-119	0.3%	29%	False	False	559,111
20	119-110	118-035	1-075	1.0%	0-115	0.3%	32%	False	False	642,059
40	120-095	117-302	2-113	2.0%	0-107	0.3%	24%	False	False	359,422
60	120-245	117-302	2-262	2.4%	0-089	0.2%	20%	False	False	240,050
80	120-245	117-302	2-262	2.4%	0-068	0.2%	20%	False	False	180,038
100	120-245	117-302	2-262	2.4%	0-055	0.1%	20%	False	False	144,030
120	120-245	117-302	2-262	2.4%	0-045	0.1%	20%	False	False	120,025

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	119-297
2.618	119-155
1.618	119-068
1.000	119-014
0.618	118-301
HIGH	118-247
0.618	118-214
0.500	118-204
0.382	118-193
LOW	118-160
0.618	118-106
1.000	118-073
1.618	118-019
2.618	117-252
4.250	117-110

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	118-204	118-206
PP	118-190	118-191
S1	118-176	118-177

Download as Excel Spreadsheet

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

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