ECBOT 5 Year T-Note Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Apr-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Apr-2016 | 
                    04-Apr-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-190 | 
                        120-242 | 
                        0-052 | 
                        0.1% | 
                        119-293 | 
                     
                    
                        | High | 
                        120-190 | 
                        120-242 | 
                        0-052 | 
                        0.1% | 
                        120-233 | 
                     
                    
                        | Low | 
                        120-190 | 
                        120-242 | 
                        0-052 | 
                        0.1% | 
                        119-293 | 
                     
                    
                        | Close | 
                        120-190 | 
                        120-242 | 
                        0-052 | 
                        0.1% | 
                        120-190 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-067 | 
                        0-066 | 
                        -0-001 | 
                        -1.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        0 | 
                        141 | 
                        141 | 
                         | 
                        0 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-242 | 
                120-242 | 
                120-242 | 
                 | 
             
            
                | R3 | 
                120-242 | 
                120-242 | 
                120-242 | 
                 | 
             
            
                | R2 | 
                120-242 | 
                120-242 | 
                120-242 | 
                 | 
             
            
                | R1 | 
                120-242 | 
                120-242 | 
                120-242 | 
                120-242 | 
             
            
                | PP | 
                120-242 | 
                120-242 | 
                120-242 | 
                120-242 | 
             
            
                | S1 | 
                120-242 | 
                120-242 | 
                120-242 | 
                120-242 | 
             
            
                | S2 | 
                120-242 | 
                120-242 | 
                120-242 | 
                 | 
             
            
                | S3 | 
                120-242 | 
                120-242 | 
                120-242 | 
                 | 
             
            
                | S4 | 
                120-242 | 
                120-242 | 
                120-242 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Apr-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-272 | 
                122-171 | 
                121-013 | 
                 | 
             
            
                | R3 | 
                122-012 | 
                121-231 | 
                120-262 | 
                 | 
             
            
                | R2 | 
                121-072 | 
                121-072 | 
                120-238 | 
                 | 
             
            
                | R1 | 
                120-291 | 
                120-291 | 
                120-214 | 
                121-021 | 
             
            
                | PP | 
                120-132 | 
                120-132 | 
                120-132 | 
                120-157 | 
             
            
                | S1 | 
                120-031 | 
                120-031 | 
                120-166 | 
                120-081 | 
             
            
                | S2 | 
                119-192 | 
                119-192 | 
                120-142 | 
                 | 
             
            
                | S3 | 
                118-252 | 
                119-091 | 
                120-119 | 
                 | 
             
            
                | S4 | 
                117-312 | 
                118-151 | 
                120-047 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                120-242 | 
                120-110 | 
                0-132 | 
                0.3% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                28 | 
                 
                
                | 10 | 
                120-242 | 
                119-180 | 
                1-062 | 
                1.0% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                14 | 
                 
                
                | 20 | 
                120-242 | 
                119-035 | 
                1-207 | 
                1.4% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                7 | 
                 
                
                | 40 | 
                121-082 | 
                119-035 | 
                2-047 | 
                1.8% | 
                0-000 | 
                0.0% | 
                77% | 
                False | 
                False | 
                3 | 
                 
                
                | 60 | 
                121-082 | 
                118-090 | 
                2-312 | 
                2.5% | 
                0-000 | 
                0.0% | 
                83% | 
                False | 
                False | 
                2 | 
                 
                
                | 80 | 
                121-082 | 
                117-067 | 
                4-015 | 
                3.4% | 
                0-000 | 
                0.0% | 
                88% | 
                False | 
                False | 
                1 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-242 | 
         
        
            | 
2.618             | 
            120-242 | 
         
        
            | 
1.618             | 
            120-242 | 
         
        
            | 
1.000             | 
            120-242 | 
         
        
            | 
0.618             | 
            120-242 | 
         
        
            | 
HIGH             | 
            120-242 | 
         
        
            | 
0.618             | 
            120-242 | 
         
        
            | 
0.500             | 
            120-242 | 
         
        
            | 
0.382             | 
            120-242 | 
         
        
            | 
LOW             | 
            120-242 | 
         
        
            | 
0.618             | 
            120-242 | 
         
        
            | 
1.000             | 
            120-242 | 
         
        
            | 
1.618             | 
            120-242 | 
         
        
            | 
2.618             | 
            120-242 | 
         
        
            | 
4.250             | 
            120-242 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Apr-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-242 | 
                                120-234 | 
                             
                            
                                | PP | 
                                120-242 | 
                                120-225 | 
                             
                            
                                | S1 | 
                                120-242 | 
                                120-216 | 
                             
             
         |