ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	118-170	118-147	-0-023	-0.1%	119-072
High	118-175	118-167	-0-008	0.0%	119-085
Low	118-130	118-130	0-000	0.0%	118-050
Close	118-142	118-160	0-018	0.0%	118-210
Range	0-045	0-037	-0-008	-17.8%	1-035
ATR	0-106	0-101	-0-005	-4.6%	0-000
Volume	269,476	113,934	-155,542	-57.7%	2,903,469

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-263	118-249	118-180
R3	118-226	118-212	118-170
R2	118-189	118-189	118-167
R1	118-175	118-175	118-163	118-182
PP	118-152	118-152	118-152	118-156
S1	118-138	118-138	118-157	118-145
S2	118-115	118-115	118-153
S3	118-078	118-101	118-150
S4	118-041	118-064	118-140

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	118-130	0-130	0.3%	0-069	0.2%	23%	False	True	296,168
10	119-110	118-050	1-060	1.0%	0-107	0.3%	29%	False	False	482,923
20	119-110	118-035	1-075	1.0%	0-112	0.3%	32%	False	False	554,288
40	119-222	117-302	1-240	1.5%	0-102	0.3%	32%	False	False	368,850
60	120-245	117-302	2-262	2.4%	0-090	0.2%	20%	False	False	246,441
80	120-245	117-302	2-262	2.4%	0-069	0.2%	20%	False	False	184,830
100	120-245	117-302	2-262	2.4%	0-055	0.1%	20%	False	False	147,864
120	120-245	117-302	2-262	2.4%	0-046	0.1%	20%	False	False	123,220

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-016
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	119-004
2.618	118-264
1.618	118-227
1.000	118-204
0.618	118-190
HIGH	118-167
0.618	118-153
0.500	118-148
0.382	118-144
LOW	118-130
0.618	118-107
1.000	118-093
1.618	118-070
2.618	118-033
4.250	117-293

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	118-156	118-188
PP	118-152	118-179
S1	118-148	118-170

Download as Excel Spreadsheet

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

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