ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	118-147	118-150	0-003	0.0%	118-205
High	118-167	118-192	0-025	0.1%	118-260
Low	118-130	118-127	-0-003	0.0%	118-130
Close	118-160	118-165	0-005	0.0%	118-160
Range	0-037	0-065	0-028	75.7%	0-130
ATR	0-101	0-098	-0-003	-2.5%	0-000
Volume	113,934	188,156	74,222	65.1%	1,067,053

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-036	119-006	118-201
R3	118-291	118-261	118-183
R2	118-226	118-226	118-177
R1	118-196	118-196	118-171	118-211
PP	118-161	118-161	118-161	118-169
S1	118-131	118-131	118-159	118-146
S2	118-096	118-096	118-153
S3	118-031	118-066	118-147
S4	117-286	118-001	118-129

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-253	119-177	118-232
R3	119-123	119-047	118-196
R2	118-313	118-313	118-184
R1	118-237	118-237	118-172	118-210
PP	118-183	118-183	118-183	118-170
S1	118-107	118-107	118-148	118-080
S2	118-053	118-053	118-136
S3	117-243	117-297	118-124
S4	117-113	117-167	118-088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-260	118-127	0-133	0.4%	0-064	0.2%	29%	False	True	251,041
10	119-085	118-050	1-035	0.9%	0-092	0.2%	32%	False	False	415,867
20	119-110	118-035	1-075	1.0%	0-112	0.3%	33%	False	False	543,582
40	119-145	117-302	1-162	1.3%	0-101	0.3%	38%	False	False	373,554
60	120-245	117-302	2-262	2.4%	0-091	0.2%	20%	False	False	249,576
80	120-245	117-302	2-262	2.4%	0-070	0.2%	20%	False	False	187,182
100	120-245	117-302	2-262	2.4%	0-056	0.1%	20%	False	False	149,746
120	120-245	117-302	2-262	2.4%	0-047	0.1%	20%	False	False	124,788

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-148
2.618	119-042
1.618	118-297
1.000	118-257
0.618	118-232
HIGH	118-192
0.618	118-167
0.500	118-160
0.382	118-152
LOW	118-127
0.618	118-087
1.000	118-062
1.618	118-022
2.618	117-277
4.250	117-171

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	118-163	118-163
PP	118-161	118-161
S1	118-160	118-160

Download as Excel Spreadsheet

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

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