ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	118-222	118-170	-0-052	-0.1%	119-072
High	118-247	118-175	-0-072	-0.2%	119-085
Low	118-160	118-130	-0-030	-0.1%	118-050
Close	118-162	118-142	-0-020	-0.1%	118-210
Range	0-087	0-045	-0-042	-48.3%	1-035
ATR	0-111	0-106	-0-005	-4.2%	0-000
Volume	324,259	269,476	-54,783	-16.9%	2,903,469

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-284	118-258	118-167
R3	118-239	118-213	118-154
R2	118-194	118-194	118-150
R1	118-168	118-168	118-146	118-158
PP	118-149	118-149	118-149	118-144
S1	118-123	118-123	118-138	118-114
S2	118-104	118-104	118-134
S3	118-059	118-078	118-130
S4	118-014	118-033	118-117

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	118-105	0-155	0.4%	0-075	0.2%	24%	False	False	395,941
10	119-110	118-050	1-060	1.0%	0-111	0.3%	24%	False	False	518,291
20	119-110	118-035	1-075	1.0%	0-113	0.3%	27%	False	False	590,762
40	120-055	117-302	2-073	1.9%	0-106	0.3%	22%	False	False	366,002
60	120-245	117-302	2-262	2.4%	0-090	0.2%	18%	False	False	244,542
80	120-245	117-302	2-262	2.4%	0-069	0.2%	18%	False	False	183,406
100	120-245	117-302	2-262	2.4%	0-055	0.1%	18%	False	False	146,725
120	120-245	117-302	2-262	2.4%	0-046	0.1%	18%	False	False	122,271

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-017
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	119-046
2.618	118-293
1.618	118-248
1.000	118-220
0.618	118-203
HIGH	118-175
0.618	118-158
0.500	118-152
0.382	118-147
LOW	118-130
0.618	118-102
1.000	118-085
1.618	118-057
2.618	118-012
4.250	117-259

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	118-152	118-195
PP	118-149	118-177
S1	118-146	118-160

Download as Excel Spreadsheet

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

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