ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jul-2016 | 
                    22-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-180 | 
                        121-127 | 
                        -0-053 | 
                        -0.1% | 
                        121-187 | 
                     
                    
                        | High | 
                        121-198 | 
                        121-230 | 
                        0-033 | 
                        0.1% | 
                        121-230 | 
                     
                    
                        | Low | 
                        121-075 | 
                        121-125 | 
                        0-050 | 
                        0.1% | 
                        121-075 | 
                     
                    
                        | Close | 
                        121-187 | 
                        121-158 | 
                        -0-030 | 
                        -0.1% | 
                        121-158 | 
                     
                    
                        | Range | 
                        0-122 | 
                        0-105 | 
                        -0-017 | 
                        -14.3% | 
                        0-155 | 
                     
                    
                        | ATR | 
                        0-072 | 
                        0-074 | 
                        0-002 | 
                        3.3% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        968 | 
                        2,794 | 
                        1,826 | 
                        188.6% | 
                        5,246 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-166 | 
                122-107 | 
                121-215 | 
                 | 
             
            
                | R3 | 
                122-061 | 
                122-002 | 
                121-186 | 
                 | 
             
            
                | R2 | 
                121-276 | 
                121-276 | 
                121-177 | 
                 | 
             
            
                | R1 | 
                121-217 | 
                121-217 | 
                121-167 | 
                121-246 | 
             
            
                | PP | 
                121-171 | 
                121-171 | 
                121-171 | 
                121-186 | 
             
            
                | S1 | 
                121-112 | 
                121-112 | 
                121-148 | 
                121-141 | 
             
            
                | S2 | 
                121-066 | 
                121-066 | 
                121-138 | 
                 | 
             
            
                | S3 | 
                120-281 | 
                121-007 | 
                121-129 | 
                 | 
             
            
                | S4 | 
                120-176 | 
                120-222 | 
                121-100 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-299 | 
                122-223 | 
                121-243 | 
                 | 
             
            
                | R3 | 
                122-144 | 
                122-068 | 
                121-200 | 
                 | 
             
            
                | R2 | 
                121-309 | 
                121-309 | 
                121-186 | 
                 | 
             
            
                | R1 | 
                121-233 | 
                121-233 | 
                121-172 | 
                121-194 | 
             
            
                | PP | 
                121-154 | 
                121-154 | 
                121-154 | 
                121-134 | 
             
            
                | S1 | 
                121-078 | 
                121-078 | 
                121-143 | 
                121-039 | 
             
            
                | S2 | 
                120-319 | 
                120-319 | 
                121-129 | 
                 | 
             
            
                | S3 | 
                120-164 | 
                120-243 | 
                121-115 | 
                 | 
             
            
                | S4 | 
                120-009 | 
                120-088 | 
                121-072 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                121-230 | 
                121-075 | 
                0-155 | 
                0.4% | 
                0-072 | 
                0.2% | 
                53% | 
                True | 
                False | 
                1,049 | 
                 
                
                | 10 | 
                122-010 | 
                121-075 | 
                0-255 | 
                0.7% | 
                0-056 | 
                0.1% | 
                32% | 
                False | 
                False | 
                712 | 
                 
                
                | 20 | 
                122-162 | 
                121-075 | 
                1-087 | 
                1.0% | 
                0-030 | 
                0.1% | 
                20% | 
                False | 
                False | 
                356 | 
                 
                
                | 40 | 
                122-162 | 
                119-295 | 
                2-187 | 
                2.1% | 
                0-015 | 
                0.0% | 
                61% | 
                False | 
                False | 
                178 | 
                 
                
                | 60 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-010 | 
                0.0% | 
                62% | 
                False | 
                False | 
                118 | 
                 
                
                | 80 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-007 | 
                0.0% | 
                62% | 
                False | 
                False | 
                89 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            123-036 | 
         
        
            | 
2.618             | 
            122-185 | 
         
        
            | 
1.618             | 
            122-080 | 
         
        
            | 
1.000             | 
            122-015 | 
         
        
            | 
0.618             | 
            121-295 | 
         
        
            | 
HIGH             | 
            121-230 | 
         
        
            | 
0.618             | 
            121-190 | 
         
        
            | 
0.500             | 
            121-178 | 
         
        
            | 
0.382             | 
            121-165 | 
         
        
            | 
LOW             | 
            121-125 | 
         
        
            | 
0.618             | 
            121-060 | 
         
        
            | 
1.000             | 
            121-020 | 
         
        
            | 
1.618             | 
            120-275 | 
         
        
            | 
2.618             | 
            120-170 | 
         
        
            | 
4.250             | 
            119-319 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-178 | 
                                121-156 | 
                             
                            
                                | PP | 
                                121-171 | 
                                121-154 | 
                             
                            
                                | S1 | 
                                121-164 | 
                                121-153 | 
                             
             
         |