ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	118-057	118-070	0-013	0.0%	118-205
High	118-077	118-130	0-053	0.1%	118-260
Low	118-017	118-050	0-033	0.1%	118-130
Close	118-057	118-102	0-045	0.1%	118-160
Range	0-060	0-080	0-020	33.3%	0-130
ATR	0-099	0-097	-0-001	-1.3%	0-000
Volume	407,258	297,460	-109,798	-27.0%	1,067,053

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	119-014	118-298	118-146
R3	118-254	118-218	118-124
R2	118-174	118-174	118-117
R1	118-138	118-138	118-109	118-156
PP	118-094	118-094	118-094	118-103
S1	118-058	118-058	118-095	118-076
S2	118-014	118-014	118-087
S3	117-254	117-298	118-080
S4	117-174	117-218	118-058

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%	0-077	0.2%	49%	False	False	278,455
10	118-260	118-017	0-243	0.6%	0-076	0.2%	35%	False	False	337,198
20	119-110	118-017	1-093	1.1%	0-109	0.3%	21%	False	False	505,067
40	119-110	117-302	1-128	1.2%	0-101	0.3%	27%	False	False	400,809
60	120-227	117-302	2-245	2.3%	0-092	0.2%	14%	False	False	267,745
80	120-245	117-302	2-262	2.4%	0-074	0.2%	13%	False	False	200,810
100	120-245	117-302	2-262	2.4%	0-059	0.2%	13%	False	False	160,648
120	120-245	117-302	2-262	2.4%	0-049	0.1%	13%	False	False	133,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-150
2.618	119-019
1.618	118-259
1.000	118-210
0.618	118-179
HIGH	118-130
0.618	118-099
0.500	118-090
0.382	118-081
LOW	118-050
0.618	118-001
1.000	117-290
1.618	117-241
2.618	117-161
4.250	117-030

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	118-098	118-100
PP	118-094	118-097
S1	118-090	118-094

Download as Excel Spreadsheet

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

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