ECBOT 5 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 02-Jun-2016

Day Change Summary
	Previous	Current
	01-Jun-2016	02-Jun-2016	Change	Change %	Previous Week
Open	120-010	119-317	-0-013	0.0%	120-033
High	120-070	120-065	-0-005	0.0%	120-070
Low	119-300	119-305	0-005	0.0%	119-255
Close	119-310	120-042	0-052	0.1%	120-035
Range	0-090	0-080	-0-010	-11.1%	0-135
ATR	0-092	0-091	-0-001	-1.0%	0-000
Volume	696,165	563,439	-132,726	-19.1%	4,385,175

Daily Pivots for day following 02-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-271	120-236	120-086
R3	120-191	120-156	120-064
R2	120-111	120-111	120-057
R1	120-076	120-076	120-049	120-094
PP	120-031	120-031	120-031	120-039
S1	119-316	119-316	120-035	120-014
S2	119-271	119-271	120-027
S3	119-191	119-236	120-020
S4	119-111	119-156	119-318

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-098	121-042	120-109
R3	120-283	120-227	120-072
R2	120-148	120-148	120-060
R1	120-092	120-092	120-047	120-120
PP	120-013	120-013	120-013	120-028
S1	119-277	119-277	120-023	119-305
S2	119-198	119-198	120-010
S3	119-063	119-142	119-318
S4	118-248	119-007	119-281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-070	119-235	0-155	0.4%	0-106	0.3%	82%	False	False	849,965
10	120-070	119-235	0-155	0.4%	0-092	0.2%	82%	False	False	683,667
20	121-073	119-235	1-158	1.2%	0-093	0.2%	27%	False	False	360,767
40	121-078	119-235	1-163	1.3%	0-069	0.2%	26%	False	False	182,795
60	121-078	119-035	2-042	1.8%	0-047	0.1%	48%	False	False	122,037
80	121-082	119-035	2-047	1.8%	0-035	0.1%	48%	False	False	91,527
100	121-082	118-175	2-227	2.3%	0-028	0.1%	58%	False	False	73,222
120	121-082	117-067	4-015	3.4%	0-023	0.1%	72%	False	False	61,018

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-085
2.618	120-274
1.618	120-194
1.000	120-145
0.618	120-114
HIGH	120-065
0.618	120-034
0.500	120-025
0.382	120-016
LOW	119-305
0.618	119-256
1.000	119-225
1.618	119-176
2.618	119-096
4.250	118-285

Fisher Pivots for day following 02-Jun-2016
Pivot	1 day	3 day
R1	120-036	120-026
PP	120-031	120-009
S1	120-025	119-312

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These figures are updated between 7pm and 10pm EST after a trading day.

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