ECBOT 10 Year T-Note Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Aug-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Aug-2016 | 08-Aug-2016 | Change | Change % | Previous Week |  
                        | Open | 133-005 | 132-015 | -0-310 | -0.7% | 133-040 |  
                        | High | 133-020 | 132-065 | -0-275 | -0.6% | 133-040 |  
                        | Low | 132-015 | 131-255 | -0-080 | -0.2% | 132-015 |  
                        | Close | 132-045 | 132-015 | -0-030 | -0.1% | 132-045 |  
                        | Range | 1-005 | 0-130 | -0-195 | -60.0% | 1-025 |  
                        | ATR | 0-213 | 0-207 | -0-006 | -2.8% | 0-000 |  
                        | Volume | 1,315,208 | 978,792 | -336,416 | -25.6% | 5,899,425 |  | 
    
| 
        
            | Daily Pivots for day following 08-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 133-075 | 133-015 | 132-086 |  |  
                | R3 | 132-265 | 132-205 | 132-051 |  |  
                | R2 | 132-135 | 132-135 | 132-039 |  |  
                | R1 | 132-075 | 132-075 | 132-027 | 132-080 |  
                | PP | 132-005 | 132-005 | 132-005 | 132-008 |  
                | S1 | 131-265 | 131-265 | 132-003 | 131-270 |  
                | S2 | 131-195 | 131-195 | 131-311 |  |  
                | S3 | 131-065 | 131-135 | 131-299 |  |  
                | S4 | 130-255 | 131-005 | 131-264 |  |  | 
        
            | Weekly Pivots for week ending 05-Aug-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 135-215 | 134-315 | 132-235 |  |  
                | R3 | 134-190 | 133-290 | 132-140 |  |  
                | R2 | 133-165 | 133-165 | 132-108 |  |  
                | R1 | 132-265 | 132-265 | 132-077 | 132-202 |  
                | PP | 132-140 | 132-140 | 132-140 | 132-109 |  
                | S1 | 131-240 | 131-240 | 132-013 | 131-178 |  
                | S2 | 131-115 | 131-115 | 131-302 |  |  
                | S3 | 130-090 | 130-215 | 131-270 |  |  
                | S4 | 129-065 | 129-190 | 131-175 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 133-030 | 131-255 | 1-095 | 1.0% | 0-189 | 0.4% | 19% | False | True | 1,170,533 |  
                | 10 | 133-045 | 131-255 | 1-110 | 1.0% | 0-201 | 0.5% | 19% | False | True | 1,176,585 |  
                | 20 | 133-080 | 131-195 | 1-205 | 1.2% | 0-195 | 0.5% | 27% | False | False | 1,129,546 |  
                | 40 | 134-075 | 130-215 | 3-180 | 2.7% | 0-220 | 0.5% | 39% | False | False | 1,229,634 |  
                | 60 | 134-075 | 129-055 | 5-020 | 3.8% | 0-201 | 0.5% | 57% | False | False | 1,075,999 |  
                | 80 | 134-075 | 128-285 | 5-110 | 4.0% | 0-186 | 0.4% | 59% | False | False | 808,379 |  
                | 100 | 134-075 | 128-140 | 5-255 | 4.4% | 0-164 | 0.4% | 62% | False | False | 646,835 |  
                | 120 | 134-075 | 127-310 | 6-085 | 4.7% | 0-138 | 0.3% | 65% | False | False | 539,029 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 133-298 |  
            | 2.618 | 133-085 |  
            | 1.618 | 132-275 |  
            | 1.000 | 132-195 |  
            | 0.618 | 132-145 |  
            | HIGH | 132-065 |  
            | 0.618 | 132-015 |  
            | 0.500 | 132-000 |  
            | 0.382 | 131-305 |  
            | LOW | 131-255 |  
            | 0.618 | 131-175 |  
            | 1.000 | 131-125 |  
            | 1.618 | 131-045 |  
            | 2.618 | 130-235 |  
            | 4.250 | 130-022 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Aug-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 132-010 | 132-142 |  
                                | PP | 132-005 | 132-100 |  
                                | S1 | 132-000 | 132-058 |  |