ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Aug-2016 | 
                    08-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        122-038 | 
                        121-155 | 
                        -0-202 | 
                        -0.5% | 
                        121-310 | 
                     
                    
                        | High | 
                        122-040 | 
                        121-170 | 
                        -0-190 | 
                        -0.5% | 
                        122-055 | 
                     
                    
                        | Low | 
                        121-158 | 
                        121-118 | 
                        -0-040 | 
                        -0.1% | 
                        121-158 | 
                     
                    
                        | Close | 
                        121-170 | 
                        121-155 | 
                        -0-015 | 
                        0.0% | 
                        121-170 | 
                     
                    
                        | Range | 
                        0-202 | 
                        0-053 | 
                        -0-150 | 
                        -74.1% | 
                        0-218 | 
                     
                    
                        | ATR | 
                        0-094 | 
                        0-091 | 
                        -0-003 | 
                        -3.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        3,709 | 
                        16,471 | 
                        12,762 | 
                        344.1% | 
                        18,043 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-305 | 
                121-283 | 
                121-184 | 
                 | 
             
            
                | R3 | 
                121-253 | 
                121-230 | 
                121-169 | 
                 | 
             
            
                | R2 | 
                121-200 | 
                121-200 | 
                121-165 | 
                 | 
             
            
                | R1 | 
                121-178 | 
                121-178 | 
                121-160 | 
                121-181 | 
             
            
                | PP | 
                121-148 | 
                121-148 | 
                121-148 | 
                121-149 | 
             
            
                | S1 | 
                121-125 | 
                121-125 | 
                121-150 | 
                121-129 | 
             
            
                | S2 | 
                121-095 | 
                121-095 | 
                121-145 | 
                 | 
             
            
                | S3 | 
                121-042 | 
                121-072 | 
                121-141 | 
                 | 
             
            
                | S4 | 
                120-310 | 
                121-020 | 
                121-126 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                121-118 | 
                0-258 | 
                0.7% | 
                0-103 | 
                0.3% | 
                15% | 
                False | 
                True | 
                6,582 | 
                 
                
                | 10 | 
                122-055 | 
                121-085 | 
                0-290 | 
                0.7% | 
                0-107 | 
                0.3% | 
                24% | 
                False | 
                False | 
                4,143 | 
                 
                
                | 20 | 
                122-055 | 
                121-075 | 
                0-300 | 
                0.8% | 
                0-084 | 
                0.2% | 
                27% | 
                False | 
                False | 
                2,472 | 
                 
                
                | 40 | 
                122-162 | 
                120-282 | 
                1-200 | 
                1.3% | 
                0-043 | 
                0.1% | 
                37% | 
                False | 
                False | 
                1,236 | 
                 
                
                | 60 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-029 | 
                0.1% | 
                62% | 
                False | 
                False | 
                824 | 
                 
                
                | 80 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-022 | 
                0.1% | 
                62% | 
                False | 
                False | 
                618 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            122-073 | 
         
        
            | 
2.618             | 
            121-307 | 
         
        
            | 
1.618             | 
            121-255 | 
         
        
            | 
1.000             | 
            121-223 | 
         
        
            | 
0.618             | 
            121-202 | 
         
        
            | 
HIGH             | 
            121-170 | 
         
        
            | 
0.618             | 
            121-150 | 
         
        
            | 
0.500             | 
            121-144 | 
         
        
            | 
0.382             | 
            121-138 | 
         
        
            | 
LOW             | 
            121-118 | 
         
        
            | 
0.618             | 
            121-085 | 
         
        
            | 
1.000             | 
            121-065 | 
         
        
            | 
1.618             | 
            121-033 | 
         
        
            | 
2.618             | 
            120-300 | 
         
        
            | 
4.250             | 
            120-214 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-151 | 
                                121-246 | 
                             
                            
                                | PP | 
                                121-148 | 
                                121-216 | 
                             
                            
                                | S1 | 
                                121-144 | 
                                121-185 | 
                             
             
         |