ECBOT 5 Year T-Note Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Mar-2016 | 
                    03-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-282 | 
                        119-305 | 
                        0-022 | 
                        0.1% | 
                        120-147 | 
                     
                    
                        | High | 
                        119-282 | 
                        119-305 | 
                        0-022 | 
                        0.1% | 
                        120-295 | 
                     
                    
                        | Low | 
                        119-282 | 
                        119-305 | 
                        0-022 | 
                        0.1% | 
                        120-133 | 
                     
                    
                        | Close | 
                        119-282 | 
                        119-305 | 
                        0-022 | 
                        0.1% | 
                        120-133 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-069 | 
                        0-065 | 
                        -0-003 | 
                        -4.8% | 
                        0-000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-305 | 
                119-305 | 
                119-305 | 
                 | 
             
            
                | R3 | 
                119-305 | 
                119-305 | 
                119-305 | 
                 | 
             
            
                | R2 | 
                119-305 | 
                119-305 | 
                119-305 | 
                 | 
             
            
                | R1 | 
                119-305 | 
                119-305 | 
                119-305 | 
                119-305 | 
             
            
                | PP | 
                119-305 | 
                119-305 | 
                119-305 | 
                119-305 | 
             
            
                | S1 | 
                119-305 | 
                119-305 | 
                119-305 | 
                119-305 | 
             
            
                | S2 | 
                119-305 | 
                119-305 | 
                119-305 | 
                 | 
             
            
                | S3 | 
                119-305 | 
                119-305 | 
                119-305 | 
                 | 
             
            
                | S4 | 
                119-305 | 
                119-305 | 
                119-305 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-034 | 
                121-246 | 
                120-222 | 
                 | 
             
            
                | R3 | 
                121-192 | 
                121-083 | 
                120-177 | 
                 | 
             
            
                | R2 | 
                121-029 | 
                121-029 | 
                120-162 | 
                 | 
             
            
                | R1 | 
                120-241 | 
                120-241 | 
                120-147 | 
                120-214 | 
             
            
                | PP | 
                120-187 | 
                120-187 | 
                120-187 | 
                120-173 | 
             
            
                | S1 | 
                120-078 | 
                120-078 | 
                120-118 | 
                120-051 | 
             
            
                | S2 | 
                120-024 | 
                120-024 | 
                120-103 | 
                 | 
             
            
                | S3 | 
                119-182 | 
                119-236 | 
                120-088 | 
                 | 
             
            
                | S4 | 
                119-019 | 
                119-073 | 
                120-043 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-305 | 
         
        
            | 
2.618             | 
            119-305 | 
         
        
            | 
1.618             | 
            119-305 | 
         
        
            | 
1.000             | 
            119-305 | 
         
        
            | 
0.618             | 
            119-305 | 
         
        
            | 
HIGH             | 
            119-305 | 
         
        
            | 
0.618             | 
            119-305 | 
         
        
            | 
0.500             | 
            119-305 | 
         
        
            | 
0.382             | 
            119-305 | 
         
        
            | 
LOW             | 
            119-305 | 
         
        
            | 
0.618             | 
            119-305 | 
         
        
            | 
1.000             | 
            119-305 | 
         
        
            | 
1.618             | 
            119-305 | 
         
        
            | 
2.618             | 
            119-305 | 
         
        
            | 
4.250             | 
            119-305 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-305 | 
                                119-305 | 
                             
                            
                                | PP | 
                                119-305 | 
                                119-304 | 
                             
                            
                                | S1 | 
                                119-305 | 
                                119-304 | 
                             
             
         |