ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 08-Jun-2016

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	130-235	130-290	0-055	0.1%	129-125
High	131-015	131-025	0-010	0.0%	131-020
Low	130-220	130-270	0-050	0.1%	129-055
Close	130-305	130-290	-0-015	0.0%	130-310
Range	0-115	0-075	-0-040	-34.8%	1-285
ATR	0-162	0-156	-0-006	-3.8%	0-000
Volume	662,920	793,256	130,336	19.7%	5,499,171

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-207	131-163	131-011
R3	131-132	131-088	130-311
R2	131-057	131-057	130-304
R1	131-013	131-013	130-297	131-008
PP	130-302	130-302	130-302	130-299
S1	130-258	130-258	130-283	130-252
S2	130-227	130-227	130-276
S3	130-152	130-183	130-269
S4	130-077	130-108	130-249

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	136-023	135-132	132-003
R3	134-058	133-167	131-156
R2	132-093	132-093	131-101
R1	131-202	131-202	131-045	131-308
PP	130-128	130-128	130-128	130-181
S1	129-237	129-237	130-255	130-022
S2	128-163	128-163	130-199
S3	126-198	127-272	130-144
S4	124-233	125-307	129-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-025	129-180	1-165	1.2%	0-171	0.4%	89%	True	False	1,056,215
10	131-025	129-055	1-290	1.5%	0-158	0.4%	91%	True	False	1,146,889
20	131-025	129-055	1-290	1.5%	0-159	0.4%	91%	True	False	663,782
40	131-045	128-285	2-080	1.7%	0-147	0.4%	90%	False	False	334,141
60	131-075	128-010	3-065	2.4%	0-122	0.3%	90%	False	False	222,935
80	131-075	127-310	3-085	2.5%	0-092	0.2%	90%	False	False	167,201
100	131-075	127-045	4-030	3.1%	0-074	0.2%	92%	False	False	133,761
120	131-075	124-115	6-280	5.3%	0-061	0.1%	95%	False	False	111,467

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	132-024
2.618	131-221
1.618	131-146
1.000	131-100
0.618	131-071
HIGH	131-025
0.618	130-316
0.500	130-308
0.382	130-299
LOW	130-270
0.618	130-224
1.000	130-195
1.618	130-149
2.618	130-074
4.250	129-271

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	130-308	130-284
PP	130-302	130-278
S1	130-296	130-272

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

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