ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2016 | 
                    25-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-127 | 
                        121-120 | 
                        -0-007 | 
                        0.0% | 
                        121-187 | 
                     
                    
                        | High | 
                        121-230 | 
                        121-158 | 
                        -0-073 | 
                        -0.2% | 
                        121-230 | 
                     
                    
                        | Low | 
                        121-125 | 
                        121-102 | 
                        -0-022 | 
                        -0.1% | 
                        121-075 | 
                     
                    
                        | Close | 
                        121-158 | 
                        121-125 | 
                        -0-033 | 
                        -0.1% | 
                        121-158 | 
                     
                    
                        | Range | 
                        0-105 | 
                        0-055 | 
                        -0-050 | 
                        -47.6% | 
                        0-155 | 
                     
                    
                        | ATR | 
                        0-074 | 
                        0-073 | 
                        -0-001 | 
                        -1.9% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,794 | 
                        877 | 
                        -1,917 | 
                        -68.6% | 
                        5,246 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-293 | 
                121-264 | 
                121-155 | 
                 | 
             
            
                | R3 | 
                121-238 | 
                121-209 | 
                121-140 | 
                 | 
             
            
                | R2 | 
                121-183 | 
                121-183 | 
                121-135 | 
                 | 
             
            
                | R1 | 
                121-154 | 
                121-154 | 
                121-130 | 
                121-169 | 
             
            
                | PP | 
                121-128 | 
                121-128 | 
                121-128 | 
                121-136 | 
             
            
                | S1 | 
                121-099 | 
                121-099 | 
                121-120 | 
                121-114 | 
             
            
                | S2 | 
                121-073 | 
                121-073 | 
                121-115 | 
                 | 
             
            
                | S3 | 
                121-018 | 
                121-044 | 
                121-110 | 
                 | 
             
            
                | S4 | 
                120-283 | 
                120-309 | 
                121-095 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0-066 | 
                0.2% | 
                32% | 
                False | 
                False | 
                1,102 | 
                 
                
                | 10 | 
                121-300 | 
                121-075 | 
                0-225 | 
                0.6% | 
                0-061 | 
                0.2% | 
                22% | 
                False | 
                False | 
                800 | 
                 
                
                | 20 | 
                122-162 | 
                121-075 | 
                1-087 | 
                1.0% | 
                0-032 | 
                0.1% | 
                12% | 
                False | 
                False | 
                400 | 
                 
                
                | 40 | 
                122-162 | 
                119-295 | 
                2-187 | 
                2.1% | 
                0-016 | 
                0.0% | 
                57% | 
                False | 
                False | 
                200 | 
                 
                
                | 60 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-011 | 
                0.0% | 
                59% | 
                False | 
                False | 
                133 | 
                 
                
                | 80 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-008 | 
                0.0% | 
                59% | 
                False | 
                False | 
                100 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            122-071 | 
         
        
            | 
2.618             | 
            121-302 | 
         
        
            | 
1.618             | 
            121-247 | 
         
        
            | 
1.000             | 
            121-213 | 
         
        
            | 
0.618             | 
            121-191 | 
         
        
            | 
HIGH             | 
            121-158 | 
         
        
            | 
0.618             | 
            121-136 | 
         
        
            | 
0.500             | 
            121-130 | 
         
        
            | 
0.382             | 
            121-124 | 
         
        
            | 
LOW             | 
            121-102 | 
         
        
            | 
0.618             | 
            121-069 | 
         
        
            | 
1.000             | 
            121-047 | 
         
        
            | 
1.618             | 
            121-013 | 
         
        
            | 
2.618             | 
            120-278 | 
         
        
            | 
4.250             | 
            120-189 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-130 | 
                                121-153 | 
                             
                            
                                | PP | 
                                121-128 | 
                                121-143 | 
                             
                            
                                | S1 | 
                                121-127 | 
                                121-134 | 
                             
             
         |