ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jul-2016 | 
                    13-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-238 | 
                        121-275 | 
                        0-038 | 
                        0.1% | 
                        122-155 | 
                     
                    
                        | High | 
                        121-238 | 
                        121-300 | 
                        0-062 | 
                        0.2% | 
                        122-162 | 
                     
                    
                        | Low | 
                        121-238 | 
                        121-275 | 
                        0-038 | 
                        0.1% | 
                        122-113 | 
                     
                    
                        | Close | 
                        121-238 | 
                        121-275 | 
                        0-038 | 
                        0.1% | 
                        122-127 | 
                     
                    
                        | Range | 
                        0-000 | 
                        0-025 | 
                        0-025 | 
                         | 
                        0-050 | 
                     
                    
                        | ATR | 
                        0-064 | 
                        0-064 | 
                        0-000 | 
                        -0.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-038 | 
                122-022 | 
                121-289 | 
                 | 
             
            
                | R3 | 
                122-013 | 
                121-317 | 
                121-282 | 
                 | 
             
            
                | R2 | 
                121-308 | 
                121-308 | 
                121-280 | 
                 | 
             
            
                | R1 | 
                121-292 | 
                121-292 | 
                121-277 | 
                121-288 | 
             
            
                | PP | 
                121-283 | 
                121-283 | 
                121-283 | 
                121-281 | 
             
            
                | S1 | 
                121-267 | 
                121-267 | 
                121-273 | 
                121-263 | 
             
            
                | S2 | 
                121-258 | 
                121-258 | 
                121-270 | 
                 | 
             
            
                | S3 | 
                121-233 | 
                121-242 | 
                121-268 | 
                 | 
             
            
                | S4 | 
                121-208 | 
                121-217 | 
                121-261 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-284 | 
                122-256 | 
                122-155 | 
                 | 
             
            
                | R3 | 
                122-234 | 
                122-206 | 
                122-141 | 
                 | 
             
            
                | R2 | 
                122-184 | 
                122-184 | 
                122-137 | 
                 | 
             
            
                | R1 | 
                122-156 | 
                122-156 | 
                122-132 | 
                122-145 | 
             
            
                | PP | 
                122-134 | 
                122-134 | 
                122-134 | 
                122-129 | 
             
            
                | S1 | 
                122-106 | 
                122-106 | 
                122-123 | 
                122-095 | 
             
            
                | S2 | 
                122-084 | 
                122-084 | 
                122-118 | 
                 | 
             
            
                | S3 | 
                122-034 | 
                122-056 | 
                122-114 | 
                 | 
             
            
                | S4 | 
                121-304 | 
                122-006 | 
                122-100 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122-162 | 
                121-238 | 
                0-245 | 
                0.6% | 
                0-012 | 
                0.0% | 
                15% | 
                False | 
                False | 
                 | 
                 
                
                | 10 | 
                122-162 | 
                121-238 | 
                0-245 | 
                0.6% | 
                0-006 | 
                0.0% | 
                15% | 
                False | 
                False | 
                 | 
                 
                
                | 20 | 
                122-162 | 
                120-282 | 
                1-200 | 
                1.3% | 
                0-003 | 
                0.0% | 
                60% | 
                False | 
                False | 
                 | 
                 
                
                | 40 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-002 | 
                0.0% | 
                76% | 
                False | 
                False | 
                 | 
                 
                
                | 60 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-001 | 
                0.0% | 
                76% | 
                False | 
                False | 
                 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            122-086 | 
         
        
            | 
2.618             | 
            122-045 | 
         
        
            | 
1.618             | 
            122-020 | 
         
        
            | 
1.000             | 
            122-005 | 
         
        
            | 
0.618             | 
            121-315 | 
         
        
            | 
HIGH             | 
            121-300 | 
         
        
            | 
0.618             | 
            121-290 | 
         
        
            | 
0.500             | 
            121-288 | 
         
        
            | 
0.382             | 
            121-285 | 
         
        
            | 
LOW             | 
            121-275 | 
         
        
            | 
0.618             | 
            121-260 | 
         
        
            | 
1.000             | 
            121-250 | 
         
        
            | 
1.618             | 
            121-235 | 
         
        
            | 
2.618             | 
            121-210 | 
         
        
            | 
4.250             | 
            121-169 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-288 | 
                                121-284 | 
                             
                            
                                | PP | 
                                121-283 | 
                                121-281 | 
                             
                            
                                | S1 | 
                                121-279 | 
                                121-278 | 
                             
             
         |