ECBOT 5 Year T-Note Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Dec-2015 | 
                    16-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        117-205 | 
                        117-127 | 
                        -0-078 | 
                        -0.2% | 
                        117-202 | 
                     
                    
                        | High | 
                        117-205 | 
                        117-127 | 
                        -0-078 | 
                        -0.2% | 
                        118-087 | 
                     
                    
                        | Low | 
                        117-205 | 
                        117-127 | 
                        -0-078 | 
                        -0.2% | 
                        117-202 | 
                     
                    
                        | Close | 
                        117-205 | 
                        117-127 | 
                        -0-078 | 
                        -0.2% | 
                        118-087 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                117-127 | 
                117-127 | 
                117-127 | 
                 | 
             
            
                | R3 | 
                117-127 | 
                117-127 | 
                117-127 | 
                 | 
             
            
                | R2 | 
                117-127 | 
                117-127 | 
                117-127 | 
                 | 
             
            
                | R1 | 
                117-127 | 
                117-127 | 
                117-127 | 
                117-127 | 
             
            
                | PP | 
                117-127 | 
                117-127 | 
                117-127 | 
                117-127 | 
             
            
                | S1 | 
                117-127 | 
                117-127 | 
                117-127 | 
                117-127 | 
             
            
                | S2 | 
                117-127 | 
                117-127 | 
                117-127 | 
                 | 
             
            
                | S3 | 
                117-127 | 
                117-127 | 
                117-127 | 
                 | 
             
            
                | S4 | 
                117-127 | 
                117-127 | 
                117-127 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-314 | 
                119-246 | 
                118-200 | 
                 | 
             
            
                | R3 | 
                119-109 | 
                119-041 | 
                118-144 | 
                 | 
             
            
                | R2 | 
                118-224 | 
                118-224 | 
                118-125 | 
                 | 
             
            
                | R1 | 
                118-156 | 
                118-156 | 
                118-106 | 
                118-190 | 
             
            
                | PP | 
                118-019 | 
                118-019 | 
                118-019 | 
                118-036 | 
             
            
                | S1 | 
                117-271 | 
                117-271 | 
                118-069 | 
                117-305 | 
             
            
                | S2 | 
                117-134 | 
                117-134 | 
                118-050 | 
                 | 
             
            
                | S3 | 
                116-249 | 
                117-066 | 
                118-031 | 
                 | 
             
            
                | S4 | 
                116-044 | 
                116-181 | 
                117-295 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            117-127 | 
         
        
            | 
2.618             | 
            117-127 | 
         
        
            | 
1.618             | 
            117-127 | 
         
        
            | 
1.000             | 
            117-127 | 
         
        
            | 
0.618             | 
            117-127 | 
         
        
            | 
HIGH             | 
            117-127 | 
         
        
            | 
0.618             | 
            117-127 | 
         
        
            | 
0.500             | 
            117-127 | 
         
        
            | 
0.382             | 
            117-127 | 
         
        
            | 
LOW             | 
            117-127 | 
         
        
            | 
0.618             | 
            117-127 | 
         
        
            | 
1.000             | 
            117-127 | 
         
        
            | 
1.618             | 
            117-127 | 
         
        
            | 
2.618             | 
            117-127 | 
         
        
            | 
4.250             | 
            117-127 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                117-127 | 
                                117-200 | 
                             
                            
                                | PP | 
                                117-127 | 
                                117-176 | 
                             
                            
                                | S1 | 
                                117-127 | 
                                117-152 | 
                             
             
         |