ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jun-2016 | 
                    07-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        120-238 | 
                        120-258 | 
                        0-020 | 
                        0.1% | 
                        120-022 | 
                     
                    
                        | High | 
                        120-238 | 
                        120-258 | 
                        0-020 | 
                        0.1% | 
                        120-245 | 
                     
                    
                        | Low | 
                        120-238 | 
                        120-258 | 
                        0-020 | 
                        0.1% | 
                        119-295 | 
                     
                    
                        | Close | 
                        120-238 | 
                        120-258 | 
                        0-020 | 
                        0.1% | 
                        120-245 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-057 | 
                        0-054 | 
                        -0-003 | 
                        -4.6% | 
                        0-000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                120-258 | 
                120-258 | 
                120-258 | 
                 | 
             
            
                | R3 | 
                120-258 | 
                120-258 | 
                120-258 | 
                 | 
             
            
                | R2 | 
                120-258 | 
                120-258 | 
                120-258 | 
                 | 
             
            
                | R1 | 
                120-258 | 
                120-258 | 
                120-258 | 
                120-258 | 
             
            
                | PP | 
                120-258 | 
                120-258 | 
                120-258 | 
                120-258 | 
             
            
                | S1 | 
                120-258 | 
                120-258 | 
                120-258 | 
                120-258 | 
             
            
                | S2 | 
                120-258 | 
                120-258 | 
                120-258 | 
                 | 
             
            
                | S3 | 
                120-258 | 
                120-258 | 
                120-258 | 
                 | 
             
            
                | S4 | 
                120-258 | 
                120-258 | 
                120-258 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-005 | 
                122-235 | 
                121-073 | 
                 | 
             
            
                | R3 | 
                122-055 | 
                121-285 | 
                120-319 | 
                 | 
             
            
                | R2 | 
                121-105 | 
                121-105 | 
                120-294 | 
                 | 
             
            
                | R1 | 
                121-015 | 
                121-015 | 
                120-270 | 
                121-060 | 
             
            
                | PP | 
                120-155 | 
                120-155 | 
                120-155 | 
                120-177 | 
             
            
                | S1 | 
                120-065 | 
                120-065 | 
                120-220 | 
                120-110 | 
             
            
                | S2 | 
                119-205 | 
                119-205 | 
                120-195 | 
                 | 
             
            
                | S3 | 
                118-255 | 
                119-115 | 
                120-171 | 
                 | 
             
            
                | S4 | 
                117-305 | 
                118-165 | 
                120-097 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            120-258 | 
         
        
            | 
2.618             | 
            120-258 | 
         
        
            | 
1.618             | 
            120-258 | 
         
        
            | 
1.000             | 
            120-258 | 
         
        
            | 
0.618             | 
            120-258 | 
         
        
            | 
HIGH             | 
            120-258 | 
         
        
            | 
0.618             | 
            120-258 | 
         
        
            | 
0.500             | 
            120-258 | 
         
        
            | 
0.382             | 
            120-258 | 
         
        
            | 
LOW             | 
            120-258 | 
         
        
            | 
0.618             | 
            120-258 | 
         
        
            | 
1.000             | 
            120-258 | 
         
        
            | 
1.618             | 
            120-258 | 
         
        
            | 
2.618             | 
            120-258 | 
         
        
            | 
4.250             | 
            120-258 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                120-258 | 
                                120-254 | 
                             
                            
                                | PP | 
                                120-258 | 
                                120-251 | 
                             
                            
                                | S1 | 
                                120-258 | 
                                120-248 | 
                             
             
         |