ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Jul-2016 | 
                    19-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-187 | 
                        121-158 | 
                        -0-030 | 
                        -0.1% | 
                        122-010 | 
                     
                    
                        | High | 
                        121-187 | 
                        121-180 | 
                        -0-007 | 
                        0.0% | 
                        122-010 | 
                     
                    
                        | Low | 
                        121-102 | 
                        121-158 | 
                        0-055 | 
                        0.1% | 
                        121-102 | 
                     
                    
                        | Close | 
                        121-147 | 
                        121-170 | 
                        0-023 | 
                        0.1% | 
                        121-113 | 
                     
                    
                        | Range | 
                        0-085 | 
                        0-022 | 
                        -0-062 | 
                        -73.5% | 
                        0-228 | 
                     
                    
                        | ATR | 
                        0-071 | 
                        0-068 | 
                        -0-003 | 
                        -3.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        609 | 
                        554 | 
                        -55 | 
                        -9.0% | 
                        1,880 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-237 | 
                121-226 | 
                121-182 | 
                 | 
             
            
                | R3 | 
                121-214 | 
                121-203 | 
                121-176 | 
                 | 
             
            
                | R2 | 
                121-192 | 
                121-192 | 
                121-174 | 
                 | 
             
            
                | R1 | 
                121-181 | 
                121-181 | 
                121-172 | 
                121-186 | 
             
            
                | PP | 
                121-169 | 
                121-169 | 
                121-169 | 
                121-172 | 
             
            
                | S1 | 
                121-158 | 
                121-158 | 
                121-168 | 
                121-164 | 
             
            
                | S2 | 
                121-147 | 
                121-147 | 
                121-166 | 
                 | 
             
            
                | S3 | 
                121-124 | 
                121-136 | 
                121-164 | 
                 | 
             
            
                | S4 | 
                121-102 | 
                121-113 | 
                121-158 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-224 | 
                123-076 | 
                121-238 | 
                 | 
             
            
                | R3 | 
                122-317 | 
                122-168 | 
                121-175 | 
                 | 
             
            
                | R2 | 
                122-089 | 
                122-089 | 
                121-154 | 
                 | 
             
            
                | R1 | 
                121-261 | 
                121-261 | 
                121-133 | 
                121-221 | 
             
            
                | PP | 
                121-182 | 
                121-182 | 
                121-182 | 
                121-162 | 
             
            
                | S1 | 
                121-033 | 
                121-033 | 
                121-092 | 
                120-314 | 
             
            
                | S2 | 
                120-274 | 
                120-274 | 
                121-071 | 
                 | 
             
            
                | S3 | 
                120-047 | 
                120-126 | 
                121-050 | 
                 | 
             
            
                | S4 | 
                119-139 | 
                119-218 | 
                120-307 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                121-300 | 
                121-102 | 
                0-198 | 
                0.5% | 
                0-062 | 
                0.2% | 
                34% | 
                False | 
                False | 
                608 | 
                 
                
                | 10 | 
                122-162 | 
                121-102 | 
                1-060 | 
                1.0% | 
                0-034 | 
                0.1% | 
                18% | 
                False | 
                False | 
                304 | 
                 
                
                | 20 | 
                122-162 | 
                120-282 | 
                1-200 | 
                1.3% | 
                0-017 | 
                0.0% | 
                40% | 
                False | 
                False | 
                152 | 
                 
                
                | 40 | 
                122-162 | 
                119-278 | 
                2-205 | 
                2.2% | 
                0-009 | 
                0.0% | 
                63% | 
                False | 
                False | 
                76 | 
                 
                
                | 60 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-006 | 
                0.0% | 
                64% | 
                False | 
                False | 
                50 | 
                 
                
                | 80 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-004 | 
                0.0% | 
                64% | 
                False | 
                False | 
                38 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            121-276 | 
         
        
            | 
2.618             | 
            121-239 | 
         
        
            | 
1.618             | 
            121-216 | 
         
        
            | 
1.000             | 
            121-202 | 
         
        
            | 
0.618             | 
            121-194 | 
         
        
            | 
HIGH             | 
            121-180 | 
         
        
            | 
0.618             | 
            121-171 | 
         
        
            | 
0.500             | 
            121-169 | 
         
        
            | 
0.382             | 
            121-166 | 
         
        
            | 
LOW             | 
            121-158 | 
         
        
            | 
0.618             | 
            121-144 | 
         
        
            | 
1.000             | 
            121-135 | 
         
        
            | 
1.618             | 
            121-121 | 
         
        
            | 
2.618             | 
            121-099 | 
         
        
            | 
4.250             | 
            121-062 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-170 | 
                                121-168 | 
                             
                            
                                | PP | 
                                121-169 | 
                                121-167 | 
                             
                            
                                | S1 | 
                                121-169 | 
                                121-165 | 
                             
             
         |