ECBOT 5 Year T-Note Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Sep-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Sep-2015 | 
                    24-Sep-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        119-142 | 
                        119-173 | 
                        0-030 | 
                        0.1% | 
                        119-007 | 
                     
                    
                        | High | 
                        119-142 | 
                        119-173 | 
                        0-030 | 
                        0.1% | 
                        119-127 | 
                     
                    
                        | Low | 
                        119-142 | 
                        119-173 | 
                        0-030 | 
                        0.1% | 
                        118-158 | 
                     
                    
                        | Close | 
                        119-142 | 
                        119-173 | 
                        0-030 | 
                        0.1% | 
                        119-127 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0-074 | 
                        0-070 | 
                        -0-003 | 
                        -4.2% | 
                        0-000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Sep-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                119-173 | 
                119-173 | 
                119-173 | 
                 | 
             
            
                | R3 | 
                119-173 | 
                119-173 | 
                119-173 | 
                 | 
             
            
                | R2 | 
                119-173 | 
                119-173 | 
                119-173 | 
                 | 
             
            
                | R1 | 
                119-173 | 
                119-173 | 
                119-173 | 
                119-173 | 
             
            
                | PP | 
                119-173 | 
                119-173 | 
                119-173 | 
                119-173 | 
             
            
                | S1 | 
                119-173 | 
                119-173 | 
                119-173 | 
                119-173 | 
             
            
                | S2 | 
                119-173 | 
                119-173 | 
                119-173 | 
                 | 
             
            
                | S3 | 
                119-173 | 
                119-173 | 
                119-173 | 
                 | 
             
            
                | S4 | 
                119-173 | 
                119-173 | 
                119-173 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Sep-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                121-261 | 
                121-164 | 
                119-287 | 
                 | 
             
            
                | R3 | 
                120-291 | 
                120-194 | 
                119-207 | 
                 | 
             
            
                | R2 | 
                120-001 | 
                120-001 | 
                119-181 | 
                 | 
             
            
                | R1 | 
                119-224 | 
                119-224 | 
                119-154 | 
                119-272 | 
             
            
                | PP | 
                119-031 | 
                119-031 | 
                119-031 | 
                119-055 | 
             
            
                | S1 | 
                118-254 | 
                118-254 | 
                119-101 | 
                118-302 | 
             
            
                | S2 | 
                118-061 | 
                118-061 | 
                119-074 | 
                 | 
             
            
                | S3 | 
                117-091 | 
                117-284 | 
                119-048 | 
                 | 
             
            
                | S4 | 
                116-121 | 
                116-314 | 
                118-288 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                119-173 | 
                119-030 | 
                0-142 | 
                0.4% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                 | 
                 
                
                | 10 | 
                119-173 | 
                118-158 | 
                1-015 | 
                0.9% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                 | 
                 
                
                | 20 | 
                119-173 | 
                118-158 | 
                1-015 | 
                0.9% | 
                0-000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                 | 
                 
                
                | 40 | 
                119-218 | 
                118-018 | 
                1-200 | 
                1.4% | 
                0-000 | 
                0.0% | 
                91% | 
                False | 
                False | 
                 | 
                 
                
                | 60 | 
                119-218 | 
                118-018 | 
                1-200 | 
                1.4% | 
                0-000 | 
                0.0% | 
                91% | 
                False | 
                False | 
                 | 
                 
                
                | 80 | 
                119-218 | 
                117-260 | 
                1-278 | 
                1.6% | 
                0-000 | 
                0.0% | 
                92% | 
                False | 
                False | 
                 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            119-173 | 
         
        
            | 
2.618             | 
            119-173 | 
         
        
            | 
1.618             | 
            119-173 | 
         
        
            | 
1.000             | 
            119-173 | 
         
        
            | 
0.618             | 
            119-173 | 
         
        
            | 
HIGH             | 
            119-173 | 
         
        
            | 
0.618             | 
            119-173 | 
         
        
            | 
0.500             | 
            119-173 | 
         
        
            | 
0.382             | 
            119-173 | 
         
        
            | 
LOW             | 
            119-173 | 
         
        
            | 
0.618             | 
            119-173 | 
         
        
            | 
1.000             | 
            119-173 | 
         
        
            | 
1.618             | 
            119-173 | 
         
        
            | 
2.618             | 
            119-173 | 
         
        
            | 
4.250             | 
            119-173 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Sep-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                119-173 | 
                                119-168 | 
                             
                            
                                | PP | 
                                119-173 | 
                                119-163 | 
                             
                            
                                | S1 | 
                                119-173 | 
                                119-158 | 
                             
             
         |