ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Aug-2016 | 
                    05-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-275 | 
                        122-038 | 
                        0-082 | 
                        0.2% | 
                        121-310 | 
                     
                    
                        | High | 
                        122-055 | 
                        122-040 | 
                        -0-015 | 
                        0.0% | 
                        122-055 | 
                     
                    
                        | Low | 
                        121-273 | 
                        121-158 | 
                        -0-115 | 
                        -0.3% | 
                        121-158 | 
                     
                    
                        | Close | 
                        122-033 | 
                        121-170 | 
                        -0-182 | 
                        -0.5% | 
                        121-170 | 
                     
                    
                        | Range | 
                        0-102 | 
                        0-202 | 
                        0-100 | 
                        97.6% | 
                        0-218 | 
                     
                    
                        | ATR | 
                        0-086 | 
                        0-094 | 
                        0-008 | 
                        9.7% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        2,741 | 
                        3,709 | 
                        968 | 
                        35.3% | 
                        18,043 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-197 | 
                123-066 | 
                121-281 | 
                 | 
             
            
                | R3 | 
                122-314 | 
                122-183 | 
                121-226 | 
                 | 
             
            
                | R2 | 
                122-112 | 
                122-112 | 
                121-207 | 
                 | 
             
            
                | R1 | 
                121-301 | 
                121-301 | 
                121-189 | 
                121-265 | 
             
            
                | PP | 
                121-229 | 
                121-229 | 
                121-229 | 
                121-211 | 
             
            
                | S1 | 
                121-098 | 
                121-098 | 
                121-151 | 
                121-063 | 
             
            
                | S2 | 
                121-027 | 
                121-027 | 
                121-133 | 
                 | 
             
            
                | S3 | 
                120-144 | 
                120-216 | 
                121-114 | 
                 | 
             
            
                | S4 | 
                119-262 | 
                120-013 | 
                121-059 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                123-247 | 
                123-106 | 
                121-290 | 
                 | 
             
            
                | R3 | 
                123-029 | 
                122-208 | 
                121-230 | 
                 | 
             
            
                | R2 | 
                122-132 | 
                122-132 | 
                121-210 | 
                 | 
             
            
                | R1 | 
                121-311 | 
                121-311 | 
                121-190 | 
                121-273 | 
             
            
                | PP | 
                121-234 | 
                121-234 | 
                121-234 | 
                121-215 | 
             
            
                | S1 | 
                121-093 | 
                121-093 | 
                121-150 | 
                121-055 | 
             
            
                | S2 | 
                121-017 | 
                121-017 | 
                121-130 | 
                 | 
             
            
                | S3 | 
                120-119 | 
                120-196 | 
                121-110 | 
                 | 
             
            
                | S4 | 
                119-222 | 
                119-298 | 
                121-050 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                122-055 | 
                121-158 | 
                0-218 | 
                0.6% | 
                0-106 | 
                0.3% | 
                6% | 
                False | 
                True | 
                3,608 | 
                 
                
                | 10 | 
                122-055 | 
                121-085 | 
                0-290 | 
                0.7% | 
                0-107 | 
                0.3% | 
                29% | 
                False | 
                False | 
                2,584 | 
                 
                
                | 20 | 
                122-055 | 
                121-075 | 
                0-300 | 
                0.8% | 
                0-082 | 
                0.2% | 
                32% | 
                False | 
                False | 
                1,648 | 
                 
                
                | 40 | 
                122-162 | 
                120-282 | 
                1-200 | 
                1.3% | 
                0-042 | 
                0.1% | 
                40% | 
                False | 
                False | 
                824 | 
                 
                
                | 60 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-028 | 
                0.1% | 
                64% | 
                False | 
                False | 
                549 | 
                 
                
                | 80 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-021 | 
                0.1% | 
                64% | 
                False | 
                False | 
                412 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            124-261 | 
         
        
            | 
2.618             | 
            123-250 | 
         
        
            | 
1.618             | 
            123-048 | 
         
        
            | 
1.000             | 
            122-242 | 
         
        
            | 
0.618             | 
            122-165 | 
         
        
            | 
HIGH             | 
            122-040 | 
         
        
            | 
0.618             | 
            121-283 | 
         
        
            | 
0.500             | 
            121-259 | 
         
        
            | 
0.382             | 
            121-235 | 
         
        
            | 
LOW             | 
            121-158 | 
         
        
            | 
0.618             | 
            121-032 | 
         
        
            | 
1.000             | 
            120-275 | 
         
        
            | 
1.618             | 
            120-150 | 
         
        
            | 
2.618             | 
            119-267 | 
         
        
            | 
4.250             | 
            118-257 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-259 | 
                                121-266 | 
                             
                            
                                | PP | 
                                121-229 | 
                                121-234 | 
                             
                            
                                | S1 | 
                                121-200 | 
                                121-202 | 
                             
             
         |