ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	118-150	118-160	0-010	0.0%	118-205
High	118-192	118-172	-0-020	-0.1%	118-260
Low	118-127	118-030	-0-097	-0.3%	118-130
Close	118-165	118-055	-0-110	-0.3%	118-160
Range	0-065	0-142	0-077	118.5%	0-130
ATR	0-098	0-102	0-003	3.2%	0-000
Volume	188,156	385,469	197,313	104.9%	1,067,053

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-192	119-105	118-133
R3	119-050	118-283	118-094
R2	118-228	118-228	118-081
R1	118-141	118-141	118-068	118-114
PP	118-086	118-086	118-086	118-072
S1	117-319	117-319	118-042	117-292
S2	117-264	117-264	118-029
S3	117-122	117-177	118-016
S4	116-300	117-035	117-297

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	118-247	118-030	0-217	0.6%	0-075	0.2%	12%	False	True	256,258
10	118-302	118-030	0-272	0.7%	0-092	0.2%	9%	False	True	387,935
20	119-110	118-030	1-080	1.1%	0-115	0.3%	6%	False	True	533,268
40	119-133	117-302	1-150	1.2%	0-102	0.3%	15%	False	False	383,191
60	120-227	117-302	2-245	2.3%	0-092	0.2%	8%	False	False	256,001
80	120-245	117-302	2-262	2.4%	0-072	0.2%	8%	False	False	192,001
100	120-245	117-302	2-262	2.4%	0-057	0.2%	8%	False	False	153,600
120	120-245	117-302	2-262	2.4%	0-048	0.1%	8%	False	False	128,000

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

Fibonacci Retracements and Extensions
4.250	120-136
2.618	119-224
1.618	119-082
1.000	118-314
0.618	118-260
HIGH	118-172
0.618	118-118
0.500	118-101
0.382	118-084
LOW	118-030
0.618	117-262
1.000	117-208
1.618	117-120
2.618	116-298
4.250	116-066

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	118-101	118-111
PP	118-086	118-092
S1	118-070	118-074

Download as Excel Spreadsheet

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

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