ECBOT 10 Year T-Note Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jun-2016 | 
                    09-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        130-290 | 
                        130-305 | 
                        0-015 | 
                        0.0% | 
                        129-125 | 
                     
                    
                        | High | 
                        131-025 | 
                        131-090 | 
                        0-065 | 
                        0.2% | 
                        131-020 | 
                     
                    
                        | Low | 
                        130-270 | 
                        130-285 | 
                        0-015 | 
                        0.0% | 
                        129-055 | 
                     
                    
                        | Close | 
                        130-290 | 
                        131-030 | 
                        0-060 | 
                        0.1% | 
                        130-310 | 
                     
                    
                        | Range | 
                        0-075 | 
                        0-125 | 
                        0-050 | 
                        66.7% | 
                        1-285 | 
                     
                    
                        | ATR | 
                        0-156 | 
                        0-153 | 
                        -0-002 | 
                        -1.4% | 
                        0-000 | 
                     
                    
                        | Volume | 
                        793,256 | 
                        1,024,783 | 
                        231,527 | 
                        29.2% | 
                        5,499,171 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                132-083 | 
                132-022 | 
                131-099 | 
                 | 
             
            
                | R3 | 
                131-278 | 
                131-217 | 
                131-064 | 
                 | 
             
            
                | R2 | 
                131-153 | 
                131-153 | 
                131-053 | 
                 | 
             
            
                | R1 | 
                131-092 | 
                131-092 | 
                131-041 | 
                131-122 | 
             
            
                | PP | 
                131-028 | 
                131-028 | 
                131-028 | 
                131-044 | 
             
            
                | S1 | 
                130-287 | 
                130-287 | 
                131-019 | 
                130-318 | 
             
            
                | S2 | 
                130-223 | 
                130-223 | 
                131-007 | 
                 | 
             
            
                | S3 | 
                130-098 | 
                130-162 | 
                130-316 | 
                 | 
             
            
                | S4 | 
                129-293 | 
                130-037 | 
                130-281 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                131-090 | 
                129-270 | 
                1-140 | 
                1.1% | 
                0-169 | 
                0.4% | 
                87% | 
                True | 
                False | 
                1,040,611 | 
                 
                
                | 10 | 
                131-090 | 
                129-055 | 
                2-035 | 
                1.6% | 
                0-160 | 
                0.4% | 
                91% | 
                True | 
                False | 
                1,113,265 | 
                 
                
                | 20 | 
                131-090 | 
                129-055 | 
                2-035 | 
                1.6% | 
                0-159 | 
                0.4% | 
                91% | 
                True | 
                False | 
                714,626 | 
                 
                
                | 40 | 
                131-090 | 
                128-285 | 
                2-125 | 
                1.8% | 
                0-148 | 
                0.4% | 
                92% | 
                True | 
                False | 
                359,734 | 
                 
                
                | 60 | 
                131-090 | 
                128-140 | 
                2-270 | 
                2.2% | 
                0-124 | 
                0.3% | 
                93% | 
                True | 
                False | 
                240,015 | 
                 
                
                | 80 | 
                131-090 | 
                127-310 | 
                3-100 | 
                2.5% | 
                0-094 | 
                0.2% | 
                94% | 
                True | 
                False | 
                180,011 | 
                 
                
                | 100 | 
                131-090 | 
                127-045 | 
                4-045 | 
                3.2% | 
                0-075 | 
                0.2% | 
                95% | 
                True | 
                False | 
                144,009 | 
                 
                
                | 120 | 
                131-090 | 
                124-115 | 
                6-295 | 
                5.3% | 
                0-062 | 
                0.1% | 
                97% | 
                True | 
                False | 
                120,007 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            132-301 | 
         
        
            | 
2.618             | 
            132-097 | 
         
        
            | 
1.618             | 
            131-292 | 
         
        
            | 
1.000             | 
            131-215 | 
         
        
            | 
0.618             | 
            131-167 | 
         
        
            | 
HIGH             | 
            131-090 | 
         
        
            | 
0.618             | 
            131-042 | 
         
        
            | 
0.500             | 
            131-028 | 
         
        
            | 
0.382             | 
            131-013 | 
         
        
            | 
LOW             | 
            130-285 | 
         
        
            | 
0.618             | 
            130-208 | 
         
        
            | 
1.000             | 
            130-160 | 
         
        
            | 
1.618             | 
            130-083 | 
         
        
            | 
2.618             | 
            129-278 | 
         
        
            | 
4.250             | 
            129-074 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                131-029 | 
                                131-018 | 
                             
                            
                                | PP | 
                                131-028 | 
                                131-007 | 
                             
                            
                                | S1 | 
                                131-028 | 
                                130-315 | 
                             
             
         |