ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	118-160	118-057	-0-103	-0.3%	118-205
High	118-172	118-077	-0-095	-0.3%	118-260
Low	118-030	118-017	-0-013	0.0%	118-130
Close	118-055	118-057	0-002	0.0%	118-160
Range	0-142	0-060	-0-082	-57.7%	0-130
ATR	0-102	0-099	-0-003	-2.9%	0-000
Volume	385,469	407,258	21,789	5.7%	1,067,053

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-230	118-204	118-090
R3	118-170	118-144	118-074
R2	118-110	118-110	118-068
R1	118-084	118-084	118-062	118-087
PP	118-050	118-050	118-050	118-052
S1	118-024	118-024	118-052	118-027
S2	117-310	117-310	118-046
S3	117-250	117-284	118-040
S4	117-190	117-224	118-024

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	118-192	118-017	0-175	0.5%	0-070	0.2%	23%	False	True	272,858
10	118-260	118-017	0-243	0.6%	0-084	0.2%	16%	False	True	376,743
20	119-110	118-017	1-093	1.1%	0-110	0.3%	10%	False	True	520,109
40	119-110	117-302	1-128	1.2%	0-101	0.3%	17%	False	False	393,372
60	120-227	117-302	2-245	2.3%	0-091	0.2%	8%	False	False	262,789
80	120-245	117-302	2-262	2.4%	0-073	0.2%	8%	False	False	197,091
100	120-245	117-302	2-262	2.4%	0-058	0.2%	8%	False	False	157,673
120	120-245	117-302	2-262	2.4%	0-048	0.1%	8%	False	False	131,394

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	119-012
2.618	118-234
1.618	118-174
1.000	118-137
0.618	118-114
HIGH	118-077
0.618	118-054
0.500	118-047
0.382	118-040
LOW	118-017
0.618	117-300
1.000	117-277
1.618	117-240
2.618	117-180
4.250	117-082

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	118-054	118-104
PP	118-050	118-089
S1	118-047	118-073

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

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