ECBOT 5 Year T-Note Future December 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Aug-2016 | 
                    25-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        121-167 | 
                        121-153 | 
                        -0-015 | 
                        0.0% | 
                        121-233 | 
                     
                    
                        | High | 
                        121-187 | 
                        121-167 | 
                        -0-020 | 
                        -0.1% | 
                        121-253 | 
                     
                    
                        | Low | 
                        121-142 | 
                        121-100 | 
                        -0-042 | 
                        -0.1% | 
                        121-093 | 
                     
                    
                        | Close | 
                        121-160 | 
                        121-122 | 
                        -0-038 | 
                        -0.1% | 
                        121-122 | 
                     
                    
                        | Range | 
                        0-045 | 
                        0-067 | 
                        0-022 | 
                        50.0% | 
                        0-160 | 
                     
                    
                        | ATR | 
                        0-097 | 
                        0-095 | 
                        -0-002 | 
                        -2.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        898,172 | 
                        1,683,369 | 
                        785,197 | 
                        87.4% | 
                        190,575 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-012 | 
                121-295 | 
                121-160 | 
                 | 
             
            
                | R3 | 
                121-265 | 
                121-227 | 
                121-141 | 
                 | 
             
            
                | R2 | 
                121-197 | 
                121-197 | 
                121-135 | 
                 | 
             
            
                | R1 | 
                121-160 | 
                121-160 | 
                121-129 | 
                121-145 | 
             
            
                | PP | 
                121-130 | 
                121-130 | 
                121-130 | 
                121-122 | 
             
            
                | S1 | 
                121-093 | 
                121-093 | 
                121-116 | 
                121-078 | 
             
            
                | S2 | 
                121-063 | 
                121-063 | 
                121-110 | 
                 | 
             
            
                | S3 | 
                120-315 | 
                121-025 | 
                121-104 | 
                 | 
             
            
                | S4 | 
                120-248 | 
                120-278 | 
                121-085 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                122-316 | 
                122-219 | 
                121-210 | 
                 | 
             
            
                | R3 | 
                122-156 | 
                122-059 | 
                121-166 | 
                 | 
             
            
                | R2 | 
                121-316 | 
                121-316 | 
                121-152 | 
                 | 
             
            
                | R1 | 
                121-219 | 
                121-219 | 
                121-137 | 
                121-188 | 
             
            
                | PP | 
                121-156 | 
                121-156 | 
                121-156 | 
                121-140 | 
             
            
                | S1 | 
                121-059 | 
                121-059 | 
                121-108 | 
                121-028 | 
             
            
                | S2 | 
                120-316 | 
                120-316 | 
                121-093 | 
                 | 
             
            
                | S3 | 
                120-156 | 
                120-219 | 
                121-078 | 
                 | 
             
            
                | S4 | 
                119-316 | 
                120-059 | 
                121-034 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                121-210 | 
                121-060 | 
                0-150 | 
                0.4% | 
                0-082 | 
                0.2% | 
                42% | 
                False | 
                False | 
                581,952 | 
                 
                
                | 10 | 
                121-300 | 
                121-060 | 
                0-240 | 
                0.6% | 
                0-101 | 
                0.3% | 
                26% | 
                False | 
                False | 
                307,206 | 
                 
                
                | 20 | 
                122-055 | 
                121-060 | 
                0-315 | 
                0.8% | 
                0-104 | 
                0.3% | 
                20% | 
                False | 
                False | 
                156,588 | 
                 
                
                | 40 | 
                122-162 | 
                121-060 | 
                1-102 | 
                1.1% | 
                0-075 | 
                0.2% | 
                15% | 
                False | 
                False | 
                78,631 | 
                 
                
                | 60 | 
                122-162 | 
                120-027 | 
                2-135 | 
                2.0% | 
                0-050 | 
                0.1% | 
                54% | 
                False | 
                False | 
                52,420 | 
                 
                
                | 80 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-038 | 
                0.1% | 
                58% | 
                False | 
                False | 
                39,315 | 
                 
                
                | 100 | 
                122-162 | 
                119-260 | 
                2-222 | 
                2.2% | 
                0-030 | 
                0.1% | 
                58% | 
                False | 
                False | 
                31,452 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            122-134 | 
         
        
            | 
2.618             | 
            122-024 | 
         
        
            | 
1.618             | 
            121-277 | 
         
        
            | 
1.000             | 
            121-235 | 
         
        
            | 
0.618             | 
            121-209 | 
         
        
            | 
HIGH             | 
            121-167 | 
         
        
            | 
0.618             | 
            121-142 | 
         
        
            | 
0.500             | 
            121-134 | 
         
        
            | 
0.382             | 
            121-126 | 
         
        
            | 
LOW             | 
            121-100 | 
         
        
            | 
0.618             | 
            121-058 | 
         
        
            | 
1.000             | 
            121-033 | 
         
        
            | 
1.618             | 
            120-311 | 
         
        
            | 
2.618             | 
            120-243 | 
         
        
            | 
4.250             | 
            120-133 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                121-134 | 
                                121-146 | 
                             
                            
                                | PP | 
                                121-130 | 
                                121-138 | 
                             
                            
                                | S1 | 
                                121-126 | 
                                121-130 | 
                             
             
         |