ECBOT 5 Year T-Note Future June 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Jan-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Jan-2016 | 26-Jan-2016 | Change | Change % | Previous Week |  
                        | Open | 119-218 | 119-280 | 0-062 | 0.2% | 119-230 |  
                        | High | 119-247 | 119-287 | 0-040 | 0.1% | 120-038 |  
                        | Low | 119-218 | 119-235 | 0-018 | 0.0% | 119-190 |  
                        | Close | 119-238 | 119-287 | 0-050 | 0.1% | 119-220 |  
                        | Range | 0-030 | 0-052 | 0-022 | 75.0% | 0-167 |  
                        | ATR | 0-072 | 0-071 | -0-001 | -1.9% | 0-000 |  
                        | Volume | 5,744 | 2,955 | -2,789 | -48.6% | 18,385 |  | 
    
| 
        
            | Daily Pivots for day following 26-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 120-107 | 120-090 | 119-316 |  |  
                | R3 | 120-055 | 120-037 | 119-302 |  |  
                | R2 | 120-002 | 120-002 | 119-297 |  |  
                | R1 | 119-305 | 119-305 | 119-292 | 119-314 |  
                | PP | 119-270 | 119-270 | 119-270 | 119-274 |  
                | S1 | 119-253 | 119-253 | 119-283 | 119-261 |  
                | S2 | 119-218 | 119-218 | 119-278 |  |  
                | S3 | 119-165 | 119-200 | 119-273 |  |  
                | S4 | 119-113 | 119-148 | 119-259 |  |  | 
        
            | Weekly Pivots for week ending 22-Jan-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 121-118 | 121-017 | 119-312 |  |  
                | R3 | 120-271 | 120-169 | 119-266 |  |  
                | R2 | 120-103 | 120-103 | 119-251 |  |  
                | R1 | 120-002 | 120-002 | 119-235 | 119-289 |  
                | PP | 119-256 | 119-256 | 119-256 | 119-239 |  
                | S1 | 119-154 | 119-154 | 119-205 | 119-121 |  
                | S2 | 119-088 | 119-088 | 119-189 |  |  
                | S3 | 118-241 | 118-307 | 119-174 |  |  
                | S4 | 118-073 | 118-139 | 119-128 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 120-191 |  
            | 2.618 | 120-105 |  
            | 1.618 | 120-052 |  
            | 1.000 | 120-020 |  
            | 0.618 | 120-000 |  
            | HIGH | 119-287 |  
            | 0.618 | 119-267 |  
            | 0.500 | 119-261 |  
            | 0.382 | 119-255 |  
            | LOW | 119-235 |  
            | 0.618 | 119-203 |  
            | 1.000 | 119-183 |  
            | 1.618 | 119-150 |  
            | 2.618 | 119-098 |  
            | 4.250 | 119-012 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-Jan-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 119-279 | 119-271 |  
                                | PP | 119-270 | 119-255 |  
                                | S1 | 119-261 | 119-239 |  |